Well the final goal is to End the Chaos of this period. Lina might like to be Empress or a really high level general; those get a lot of money.
Since this is also an Isekai quest, getting ourselves established and familiar with the world is a good start.
Yeah I'd just put a vote like
[] Go to town
Unless OP wants to clear up about directions. I'm honestly a bit disoriented in direction, too!
Ok so:
-Town is to the north, which means directly in front of you. Just walk out the cave and you'll reach it.
-You know the general area of Sima Yi and Schierke, that being behind your cave. You'll have to do some searching to find them though.
-The Bandits are to your west, back the way you originally came from. Just head that way and you'll find them. They're pretty easy to spot.
As for direction:
-Since you're a Free Officer, you can do whatever the heck you want really. In the Empire games, the end goal was always to End the Chaos, which meant you'd have to conquer China sooner or later. However, we're not constrained by mechanics, so you guys can do what you want. The world will move even if you don't, so a goal might come knocking at your door.
-If you want some real direction, go visit Sima Yi. He's essentially the "I'll give you the low down on everything free of charge" option. His update will be an Info Dump on where you are, who rules this Territory, who rules the adjacent Territories, and what that means for you.
Lastly, when it comes to Lina: Think of her as a Chaotic Good Sorceress from AD&D. She can be self-centered, but if the world or people are in danger she will help out for no reward. Though it helps if she has a personal stake in it...which is usually the case.
Oh yeah, she also has a soft spot for kids.
Don't hurt kids when Lina's around.
Just don't do it.