Number one: It's not your world, or anybody else's. The only ones that belong here are the shopkeepers and some other people who are NPCs.

Number two: The items you owned before coming here are probably locked inside the Relic, which you should have on you.

Number three: You've probably been severely de-powered.

And number four: There's no known way back to our own worlds.

I think that covers most of the basic stuff.