What directions can we go?
In this second dimensional plane, there is no 'direction'. Nobody decided to dwell on what they actually perceive and try to pursue the knowledge of the third dimension. To their account, it was impossible to traverse between dimensions without the use of forbidden magic.
Nobody used such forbidden magic because the clan line that brought such intense powers to shift dimensions and answer all who wondered about such things were mass-murdered by a tyrannical government trying to control the use of magic and sever a line for the clan of mages.
That is what started the mage-human war. A grisly war between the mages and the rest of the world who decided to get involved.
There seems to be few mages left nowadays ever since the previous events unfolded in Torn. The mysterious red-clothed woman put you under the illusion to lead you along and figure how to fix these said events. You don't know if you want to help her, since all previous knowledge you have of mages are of evil men who think nothing of others.