when you get to a shrine and hit the button to open it up, at that point you can teleport to it... so, there are times I'll get to a shrine, active it but then maybe do something else knowing that I can teleport back to it from the map.
I get that you might not play a lot of games, and I don't want to act like a game like TotK is easy, but I can pretty much assure you that anything you have to do in that initial area, you can do, even if done out of the order it nudges you towards.
give it time, I'm sure you'll start getting the feel for the game. what's really cool about a game like this is that it does allow you to approach a good amount of tasks on your own terms, so you don't always have to adapt to a certain play style if it doesn't suit you