I think at this point people are worried about not stepping on toes, or that they're not getting it somehow. To be clear, the fish-out-of-water feeling is intentional. If you don't know, you can say so in-character. Don't feel like you're being disruptive to the game, because in some sense that is your purpose in the game, as the outsiders: to muddle your way through, to ask questions, to draw attention to the plain insanity going on here that natives seem to take for granted. If you're thinking that so far this really seems like kind of a horrible place, that is an entirely valid reaction and not an uncommon one to new arrivals. You can say as much, or react the way your character very well might.
I did drop you in without a lot of direction so far-- because the city itself is an obstacle to be overcome-- but I did always plan for a point where confusion maybe reached saturation levels. So things will start to become clearer from this point on,

and there'll be more for you to do than just stagger around rubbing your eyes in shock and wonderment.
You do have a guide in the form of Eurid [MENTION=21379]goatunit[/MENTION], who has taken it upon himself to sort you poor clueless buggers out. I'd recommend you lean on him, but, however, how much can really you trust a tiefling? [MENTION=8058]Queenie[/MENTION] [MENTION=2820]Fenris[/MENTION] [MENTION=4936]Shayuri[/MENTION] The taint of his fiendish blood might be easily identifiable to you, if his appearance didn't already give it away. But you might never have seen a devil or tiefling before now.
[MENTION=11146]CanadienneBacon[/MENTION] Picayune has the right idea, in that it's as much about getting a reaction out of the city as vice versa.
[MENTION=6776473]Pembinasa[/MENTION] and everyone else: The Cant is Sigilian slang (mostly based on 19th century London slang). It's something we can forego with frequent translations if people don't enjoy it, but I do feel like there's something of a rite of passage to be had in guessing at it in-character.
So let's a take a party vote: who's up for a little break from the open-ended strangeness and would like some clear decisions to be made?