Hold on there champ! Take a deep breath, there we go. It is easy to understand being overwhelmed after so long of a break. Guild Wars is not a small game, and learning it all takes a long time, with many of us still learning even after five years of continuous play. It's not just you who is a little lost!
Your first question is pretty easy to answer. Where are you supposed to go? Well, where do you want to go? Do you want to blast through the games and get to high end content so that you can get phat lewtz? Or maybe hunt some titles and get 50/50 with your hall of monuments? Perhaps PvP? All of these take different paths, so there is no one right answer for where you should be pointing yourself. My own personal suggestion would be to finish off some of the campaigns. Take your favourite toon and have some fun in Nightfall, then Eye of the North, after that maybe factions and prophecies. Check out the Underworld and Fissure of Woe for some higher end content, though you will likely need specific character setups if you want to Pug.
The rest of your concerns all boil down to the same problem: where have all the nice people gone? While it is true that the population of Guild Wars is not as high as it used to be, there are still a huge number of people actively playing this game. Back in prophecies, there was only one continent, now there are three and an expansion, spreading everyone out. So where do I go to find the cool people who will play with me? you ask. A guild! We respond. Drop down to the Guilds Looking For Players forum on this site, or post in the Players Looking For Guild forum. That should get you on your way to finding the right group of friends quite quickly.
Check out PvX and the official wikis. They are great resources as well!