The door with the arrow

On a whim you decide to try the door with the arrow. The silver key fits perfectly, with a quiet click the door unlocks and opens on its own, and reveals a small square room, no more than two-by-two meters, with a large rune in the middle of the stone floor. You recognize the rune as one for teleportation, but due to your limited knowledge you are unable to discern anything more about it.

Before entering the small room you take a quick look around and notice that the other doors are gone without a trace. I guess it is too late to change my mind now... Oh, well, let's see where does this lead...

You grip your longsword tightly, enter the small room, and step on the rune. White light surrounds you, briefly blinding you...

...then the light vanishes and you can see again. You find yourself on a dirt road, with trees on both sides. It looks like you are on a forest road somewhere. There's no sign of any runes anywhere – apparently this teleportation rune was one-way only.

The dirt road comes from behind you and goes on ahead as far as you can see, in mostly straight line. On the left and right side you can see small dirt paths leading who-knows-where.

Having finished your brief examination of your surroundings you decide that you don't like this place. Maybe it is because it is eerily quiet, or maybe it is due to the single arrow stuck in the trunk of a nearby tree, or maybe both, but you get the feeling that leaving this place as quickly as possible is the best course of action. The only question is: Which way to go? You could follow the road in either direction, or you follow one of the side paths and see where it leads you, or you could even try going directly through the forest, ignoring the road and the paths...