Samson stood at a crossroads, wondering, not for the first time, why he crawled through the back of his washing mashine into a parallel universe.

The Dubious Dog floated lazily above his head, teasing him; 'you look a bit lost, don't you?'
'I've been walking for five hours and I keep coming to this same set of crossroads. I'm not lost, I know exactly where I am. The exact. same. bloody. crossroads. I'd appreciate some help here.'
'Well, have you even read the sign?'
'It doesn't help!'
'I'm sure it'll tell you where to go, if only you knew what it was saying...'

The Dubious Dog began to disappear, limb by limb, body, face, until only its wagging tongue remained - and then it, too, became nothing more than an illusion in the passing clouds.

'Great.' Samson sighed and looked at the sign again. On the post, there was this shape:

The signpost also informs him which road goes NE, SE, SW, and NW. The street signs are a bit less clear in their meaning:

DOWNTOWN
1: Notes, e.g. soup
2: Twisted sap snake
3: Sounds like a digit feasted!
4: Golf begins the eternal earthquake
5: Double in a hot winter

SIDEWALK
1: Regular impact ground covering
2: Harvard psychology test in psychiatry
3: Waters back a soup
4: Seized inside a large whale
5: Round writing implement is exposed

Samson, who decided that the situation was wacky enough already, decided to address the reader in a plea for help: 'Which way should I walk to escape the crossroads?

EDIT: Edit to SIDEWALK 2 for specificity

• Was just about to suggest that edit! – Arth Dec 28 '16 at 15:26
• Bit of a cryptic newbie, so still making some minor hiccups, sorry! – TheGreatEscaper Dec 28 '16 at 15:29

Crossword

Downtown:

1. Miso - Notes (mi so), e.g. soup (miso soup)

Just noticed 'mi' and 'so' are actually the notes 'e' and 'g'.. beautiful! Some contention (Credit @IAmInPLS), but there is a Shearer scale that uses 'so' instead of the more common 'sol' as seen on this page

2. Asp - Twisted (anagram of sap) sap (asp) snake (asp)
3. Ate - Sounds like (homophone) a digit (eight) feasted (ate)
4. Tee - Golf (tee) begins (first letters of) the (t) eternal (e) earthquake (e) - Credit @Techidiot
5. Twin - Double (twin) in (letters inside hot winter) ho(t win)ter

Sidewalk:

1. Mat - Regular (alternate letters - Credit @Techidiot) impact (m a t) ground covering (mat)
2. Chi - Psychology test (Chi squared) in (letters inside psychiatry) psy(chi)atry
2. IAT - Harvard psychology test (IAT) in (letters inside psychiatry) psych(iat)ry
3. Stew - Waters (wets) back (reverse wets - stew) a soup (stew)
4. Sei - (Sei)zed inside (letters in Seized) a large whale (Sei is a type of whale)
5. Open - Round (O) writing implement (pen) is exposed (open)

This fits in as..

M A . T .
I . A . T
S . T E W
. S E . I
O P . E N

Note:

There are a bunch of alternative positions such as:
M . A . T
I A . T .
. S T E W
S . . E I
O P E . N

Alternatively..

We could write these movable letters to take up four squares each (note the x4 in the diagram):

I'm guessing that Samson should walk..

EAST

The letters that could be written largely to take up four squares (note the x4 in the crossword diagram) are A T S E, which is an anagram of East! To do this, he should take a route between the NE and SE roads.

.. although as an anagram it could also mean TASE yourself and take a SEAT!

Alternatively.. As East isn't an available direction from the signposts, perhaps it could mean 'at SE' as in head towards the SE.

• Spoiler tags are horrendous aren't they! I still don't know how to work these things properly :P – TheGreatEscaper Dec 28 '16 at 15:23
• Downtown 1 is definitely tricky... But you'll know if you've got the right answer. – TheGreatEscaper Dec 28 '16 at 15:36
• @Arth - Deleted my previous post as I noticed you figured it out yourself. (Use two spaces to add a linebreak) You can use the html <br/> too. – Mike Limburg Dec 28 '16 at 15:52
• @MikeLimburg I didn't figure it out, I implemented your solution! – Arth Dec 28 '16 at 15:53
• @Sid Alternative letters. – Techidiot Dec 28 '16 at 16:14

You should walk EAST

DOWNTOWN

1: Notes, e.g. soup -> MI SO -> MISO(Again Thanks to @Arth)
2: Twisted sap snake -> ASP
3: Sounds like a digit feasted! -> ATE
4: Golf begins the eternal earthquake -> TEE
5: Doubles in a hot winter -> TWIN (Thanks to @Arth)

SIDEWALK

1: Regular impact ground covering -> MAT
2: Psychology test in psychiatry -> IAT((Thanks to @Arth)
3: Waters back a soup-> WETS -> STEW
4: Seized inside a large whale -> SEI
5: Round writing implement is exposed -> Round(O) & Implement(Pen) -> Open

Adding it on the pattern gives -

So,

We should head towards EAST as E is at the intersection of 4X4

• e.g. as an anagram indicator is uncommon. I am not sure, the OP meant that. – Sid Dec 28 '16 at 16:10