I saved here and don't have any weights left to open the door at the bottom, and I can't jump in the room above. So how the hell do I get out ?!

I take it you don't have the Holy Grail?

nope

Ouch. Then, yeah, you might be stuck. Next time be sure to get the Holy Grail - you can get it almost right away, and it lets you teleport between save points. The game is to some extent designed around the assumption that you have it.

Actually, one thought does occur to me - what item do those monsters in the room drop when killed? Maybe they drop weights? I can't remember.

Yeah I tried to get them to drop some for like half an hour, no such luck. I started over, it's not like I had a choice at this point.

OMFG I just lost another couple of hours because I went in an area where the I couldn't go back the way I came (could only go forward but I was getting my ass kicked). I had an older save to go back to this time but I'm still pissed.

Had to look up a faq to find the holy grail, I would have NEVER found the secret passage otherwise. Is the whole game filled with hidden, mandatory-to-progress, shit like this ?

Well the Holy Grail was one of the most bullshit puzzles IMO, largely because it comes so early in the game before you realize just how devious this game is. But yeah, there will be more "and how was I supposed to know that?" moments, and if you finish the rest of the game without a walkthrough, then you are more hardcore than I.

Once you have the holy grail, the scanner, and the tablet reading software, though, it should no longer be possible to get stuck, because you always have the option of warping back to the surface.

Also, since I picked up this orb in the egyptian-looking ruins my health won't increase anymore. I still get the healing effect when the green gauge is full but I can't seem to bo above 96 hit points. Is this normal ?

"Hidden, mandatory-to-progress, shit" pretty much describes the whole game. It will only get more obscure as you progress.

By the 'orb' do you mean the blue health-increase orb?

Note that '96' is not '96%', it's 96/[your current max]. On your health bar, you should see a vertical white line indicating your max hp, which will go up as you collect blue orbs. If your health bar is refilling up to the white line, then things are working as they should - it just means 96 is your current max (your health probably capped out at a lower number before, and you just didn't notice.)

yep

I know, it's just that before finding this orb, every time the green bar was full it would increase my maximum health. Found another orb since (capped at 128), and it seems to be the only way to increase health now. I guess the devs did this to prevent people from farming green orbs dropped by random enemies.

How many flares does it take to kill this fucking thing ? http://0-media-cdn.foolz.us/ffuuka/board/vg/image/1342/29/1342296541256.png
I had 80 of them (can't carry more), I missed a few shots (maybe 6-8 flares tops) and it still wasn't enough.

Yeah, he's freakin' annoying. I wouldn't recommend trying to take him with just flares. Here's the pattern, though (minor boss-strategy spoilers):

1. Get a reasonably powerful overhand weapon. The Axe is strongest, but I prefer the Chain Whip for this fight since it strikes faster.

2. Stand underneath him (e.g. if he is top-right, stand bottom-right) and wait for him to shoot his feathers at you. (Note: you don't have to be directly underneath him; you can edge to the other side a bit to give yourself a head-start. But don't go too far or the homing-feathers are more likely to connect.)

3. As soon as he does, start running/jumping so that you end up just underneath where you know he will be. His feathers will miss because you're moving, and if you time it right you should have a chance to get in a few good hits before he flies off again. Then if you need to, spend a 'round' or two dodging feathers as above and chasing him into the corner you want him, then rinse & repeat.