Some puzzles in Gate of Guidance can't be solved without visiting other areas first. For example, that room at the top-left corner of the map? You can't solve that one until much later in the game. You are always encouraged to explore all areas you've earned access to, as much as you can. An item you get in one area can be the key to solving a puzzle located in a different area.
That said, you should at least get the Holy Grail before exploring any areas beyond the Gate of Guidance.

A quick heads-up: La-Mulana is now available on Steam! It includes all the DLC missing in the WiiWare version, including the Hell Temple, plus achievements and all that Steam stuff.

La Mulana is hard as isht but definitely fun! I need to get back into it one o' these days.

I still haven't beaten the optional stuff in this game, but I beat the story long ago, btw just out of curiosity which areas and items are optional?

same here. I just got too sick of trying to figure out how to get anywhere with legit progress beyond the first 4 bosses. I mean it's particularly bad since I'd feel bad just looking things up over and over again since it's well designed, frustrating ,confusing gameplay so I'm not gonna do that.

I'll resort to the internet for help if I have too. lol

There are some hints that make things easy, but unfortunately your PC text saving app only saves 16 messages.

The only two optional areas are the Hell Temple and the Gate of Time.
Optional items? Well, there are the HP expansions, some of the shields, weapons and their upgrades, plus the fairy's vest. Oh, and most of the software and laptop upgrades too.