I got very eerie vibes on this one with the pale art, the echoed call sound effect and the stuff disappearing.  Good job on that front! Only thing about the visual part is that I'd change the text on the pause menu, it's hard to read it like that, unfortunately rotating pixel art is always a pain. 

You were at least partially  inspired by dark echo, I believe? I think the fact that it's an open world game makes it very hard to get lost very quickly, and although that's part of the vibe, it's important for us to be able to find our way back. Maybe you could guide the player by using some landmarks or paths (you'll still need to find and talk to the people to figure out which direction to go, maybe the paths appear and stay there once someone told you so, like now you know it's there), or maybe you could send the player back to the previous person/checkpoint in some way like in Zelda Lost Woods!