(I'm early in the game). It seems every marker I try to get to is somehow shielded away from me rendering me unable to do literally anything in this game. I'm the kind of gamer who enjoys many RPGs, that being open world/sandbox games, but am having an uncommonly frustrating time trying to get around in this game.
Am I supposed to go through the sewer to get to another part of town? Must I go up and down different escalators in the subway terminal to go back and forth to different areas? Because it seems even when I do, I still get no where.
Check the map. You don't need the sewers to traverse the hub at all. There's an alley with a crawl-space you can use instead of the subway tunnel.
(Sarif Building / Gas Station / LIMB Clinic)
connects to the other part of town via subway or alley behind gas station
(Police HQ / Adam's apartment / Derelict Row)
Are you playing on Deus Ex? If not you can turn on highlight objects which will help you find things like vents, ladders, and movable objects that can help you get around. 90% of the game is moving about the environment and once you get navigation down you'll soon reelise that most locations have 3+ ways to get in and there's 6+ ways to approach an objective.
"What is better. To be born good or to overcome your evil nature through great effort." - Paarthurnax