analog night
Gonna delete this message because it contains spoilers, reposted below:
so im at the industrial area but the yellow plant thing keeps pointing me to the previous area saying theres some character there and i dont know if im going where the game wants me to
anyways it's your choice on where you go
Rain World is a very open game 
coral geode
"am I going the right way" is very difficult to answer in any way other than that there is none
No path will cause you to "miss out on story" either, your own experience exploring and learning about the world is the story 
Any direction will lead you to new discoveries
spring stump
ooooh okay thanks for the help!
sour grail
There is no "right way" to Rain World, it's all about exploration and your experience as the player
lofty dawn
Having only read the title and nothing else: yes