I'm interested in finding this out myself. Had a 30 minute run on the game and like others found the map eventually at the end which made it more viable.
But going to look into what exactly you unlock to build etc as after 30 minutes I felt like It was already getting really boring.
I love playing Terraria and put about 18 hours into that a year ago so hopefully this game has more options.
Do the new characters you unlock offer anything different?
You can save and quit any time. Once you die it is game over though. There are ways to be reincarnated if you can find them. The new characters do offer new attributes. Like the next one is a girl who carries a zippy lighter.