I'm only 4 levels in and the game's getting on my nerves, I've been stuck at this cliff level for 20+ hours, where do they expect me to go?

Which cliff? Which game? As far as I'm aware you're suppose to explore and wing it.

Down the ventilation shaft into the facility.

IF YOU DON'T OPEN THE FRONT BLAST DOOR SHIELDS BEFORE THAT, YOU WON'T BE ABLE TO EXIT AND FINISH THE LEVEL.

edit. I'm wrong. You can open the doors from the inside, but you miss the chance to get a 1up. Unless you cheat.

But on that level, you'll probably use the pogo cheat anyway to get to the you-know-what.