In the end, nothing is clear, it appears somewhere in the world and what that game is fantastic and over time is not interesting ... Waiting for an explanation? Penumbra 2 !!![/font]
Replay amnesia, I was equally confused but the second play-through made everything clear to me. It is also very heavily hinted that there will be a sequel (the whole "Part 1" part)
I see your problem here. Amnesia is not related to Penumbra, so the ending is not intended to be connected.
Play it through again. Perhaps your translation is poorly crafted?
I agree with WindexGlow, replay what ever game it is that you are confused about. Stop and really pay attention at the parts when core plot points are given to the player. Should help you out.