If you're 10+ hours in and have only found one side-dungeon, I'm going to assume that you've missed a lot of 'em. I think you can expect roughly 4 or 5 bonus dungeons/special events per Biome.
If you're in the third Biome, you've potentially missed 7 or more bonus dungeons/special events. Just from the first two Biomes. Possibly more depending on how far you are in the third.
Note that exits (of all kinds) are marked with a red icon on your full and mini-maps. The icon is perhaps easy to confuse with crystal/checkpoint icons (since they're both a reddish color). But I'd probably run through the first two Biomes again and hit up any exits you may have missed. Also be sure to fill in any blank spaces of the Biome maps to make sure you actually FOUND the extra exits. You can enter a dungeon and (probably) know if you cleared it already by opening up your map as soon as you enter it. If the map is fully filled in, you can probably just skip it and move on. Maybe take a look at the dungeon's map and see if you have one or more checkpoints and two exits (one being the entrance) marked on the map, just to be extra sure that you actually finished it and didn't bail out early.
Edit - Finally, the game really is like Dark Souls in some respects. You can take your starter gear to +20 and clear the entire game that way. The Repeater Pistol and Hunter Rifle are surprisingly good. As is the Shotgun. The SMG found under Ward-13 is also pretty amazing for charging up weapon mods, but is obviuosly useless at range (and chews through ammo like you wouldn't believe). Boss weapons can be really awesome, but pretty much all of them have fixed, unremovable weapon mods. Thing is, some of the non-boss mods are pretty damn amazing, which requires that you use non-boss weapons to equip. I wouldn't get TOO hung up on using a full loadout of boss weapons.