I feel you with the whole 'readers not knowing where it's going'.
I wrote a story a long time ago and had a very deep plot with intense characters; however, when I had people read it...they were ultimately confused.
After some time away, I approached the project again and found that I was also very confused and left in the dark. It was very difficult to pinpoint where I had gone wrong. I wanted there to be mystery, I wanted to show not tell, and I didn't want people to know my secrets.
Here's the thing: When you pick up a book from the library, on the cover flap or the back you will get a tiny summary of what the book is about. From this you will build expectations. And once you start reading, you should have a grasp at what the story is trying to get to within the first chapter. From the get go, you should understand that This Book is about a girl who is going to be kidnapped, so when you start reading, you can find hints in this first chapter about this girl being kidnapped, and you begin to build expectation for her abduction, the events that follow, and the aftermath. You don't know the details, but you know whats going to happen.
So when you present a story to people without that summary, without an idea for whats in the book, they should still be able to pick up the idea within the first few chapters.
I started reading a book from the library and the summary was very intriguing, it caught my attention. It was basically about these people's lives and how they became united. But after a short bit, I was lost. The book was throwing in elements that seemed to have nothing to do with anything, it was giving me too much beyond what I had expected. I didn't understand the context. Why was there this dead bird? Why was it such a big deal?
You have to treat your story like that summary paragraph. You have to have hints to what the goal of the book is, and include context that fits this goal.
In my story I had failed to give the reader a direction, or at least one that was solid. I also gave my reader too much to handle.
The reader is not you. They don't know anything until you give it to them. It's like they've entered a white room and things start appearing. You have to build things up in baby steps for this room to take place. They're standing there naked, looking at blank nothingness. What you need to do is create some ground. They want to be standing on something, or they'll freak out because they can't figure out how they're just floating there. You then need to create walls. What is surrounding the reader? Once they get a feel of the room, you can then introduce objects. But make sure the reader knows what these objects are or they won't know it's purpose and won't want to go near it.
This was a bit off the cuff and scattered, but I hope it makes sense.