The first couple of in-game days can feel kind of aimless and frustrating, so stick with it. This is the first skill check you face as a player, and it mirrors the struggle that the protagonist faces: can you go through with it, when you don't know what the fuck is going on, and everyone is telling you to fuck off?

There are lots of story beats that only happen because you're acting like a clueless fuckup, which you would actually miss if you were playing the game more "competently". Ask Kim what to do if you feel stuck, he's got your back.

stat distributions?

For your first play-through, I would recommend putting at least 2 into Volition, Endurance, and Perception. It plays a bit oddly otherwise.

But otherwise, pick that stats that go along with the style you want to play. Embrace the role-playing. Punch the nazi.

The thought cabinet is kind of important, and it's good to actually read about how it works mechanically (and thematically). Palacegalleryratio has an explanation elsewhere in the thread. Stats and dialogue trees are a well understood mechanic among RPG players, but this "though cabinet" thing is a new concept.