You were automatically transported into a large room in the Shrine... there are millions of different paths, you must choose the right paths to follow...
go to where the PRISON is
go to Where the treasure chest is... (greedy! greedy!...well... that might be a good choice but.... who knows,... maybe other paths might be good as well )
It's alittle too late to go back to the Palace NOW... but you can go back to the MAIN Center Room of the Shrine first, and then go back out... :)
Copy right of Namiko