After a while of going on the road again, the lights became misleading. I began wandering around, hoping to find some means of getting there solely by following the road... and the road ended. I saw a giant white ball of light, went towards it, and it did nothing.
This game makes no sense.
e_e;
Through ridiculous effort, I wandered off the trail and went towards the blue light. It took me about 15 minutes, but I made it. It's basically the Eiffel tower with a blue light on top, but you can't reach it via the tower. I am betting that there's some sort of teleportation device at the end of the trail.