Each stage of Risk of Rain 2 tasks you with finding the Teleporter. This will allow you to get to the next stage. While you search, you can kill enemies, earn gold, and pick up loot.
How To Find The Teleporter
The Teleporter can be pretty difficult to spot. The levels themselves can often be dark, and the Teleporter is pitch black, so it can be tough to see. There will, however, be a small inverted arch symbol floating above it, making it a little easier to pick out among the gloomy, alien surroundings. The teleporter itself looks almost like two horns coming out of the ground, as you can see in the picture above. Sadly, there is no quick and easy way to track it down; you need to travel throughout the level and keep those eyes peeled.
When you do find it, you can make life easier for the rest of your team. Risk of Rain 2 has a rudimentary ping system. By pushing Mouse 3 when your reticle is over the Teleporter, this will highlight its position for all other players.
Now, when you fire up the teleporter is really up to you. I have played with some people who like to pick a stage clean, then engage the boss. I have played with others who want to fire up the teleporter as soon as possible. There is no real way to know what the best tactic is right now, as that is something that will only make sense with more time spent in the game.