UnashamedWeeb: Good point. I forgot to mention quest/mission/objective logs and the codex, which should have a list of what you've done and where you need to go. You can also talk to NPCs to get a feel for where you are in and what you should be doing as per many RPGs. The help menu should have a short tutorial on controls too. If need be, watch someone's playthrough on Youtube on 2-3x speed to know where you're supposed to be.
I agree that this option would be helpful for convenience, but in terms of solving OP's current issues, that's what those NPC dialogues and help menus are there for.
I think Soul Reaver was also pretty bad at this. Even if I was only a few days away from the game, it was very easy to forget where you were supposed to go next and what exactly you were doing, you might even start running to the wrong direction. Come to think of it, the same applies to the first Blood Omen: Legacy of Kain game, maybe even moreso.
This was made especially bad in Soul Reaver due to the game having lots of backtracking and revisiting the same areas over and over again (sometimes to reach new areas), and the save game system where you would not resume the game from where you saved it, but in a "hub" (Chamber of the Ancients or whatever, I don't recall anymore), and from there you should go back to where you were the last time, possibly using portals too to speed it up.
This problem was alleviated a bit that there were certain places, like that "hub" or the place where the "pillars" were, where someone might still tell you where you should head next, but usually their advices were very vague, like "Go to the Halls of the Unspoken Ones, to find your true destiny.", and then you were like "Oh uhm thanks I guess, and where exactly would this Halls of the Unspoken Ones be? That way or that way, or possibly that way?".
What I did to alleviate this many times... I would just watch a Soul Reaver longplay video on Youtube to see where exactly I was supposed to go next. Some of the stuff was so unclear that I would possibly still be stuck in the game. For instance, there was a faint engraving of a "serpent sword" in one grave or shrine or whatever. What you should have underestood from that was that you were supposed to wield your Soul Reaver sword and strike the grave with it, after which the grave would move to the side and you would find stairs under it, Gah!
Or, in many places where you felt totally stuck, you were supposed to change to the Spectral Dimension as that would change the physics or dimensions on the level so that you could actually e.g. jump to the next platform, which couldn't be reached in the Material Dimension. There were even some places where you had to keep changing between those two dimensions over and over again, to proceed bit by bit.
Soul Reaver 2 has a bit similar "puzzles", but less so, and they are usually hinted more clearly than in the previous Soul Reaver game. Still I occasionally miss them, like there was a faint sign underwater, and you should have understood it meant you should change to Spectral Dimension, which openened a hole in the wall and you could proceed. I totally missed that sign (and what it means) until I watched the longplay Youtube video again...