Wailing Prison escape!

Why cant I get out of Wailing Prison? It should not be this hard. PS4 Console Skyrim seems broke. Can anyone tell me how to get out of here. I have the quest to find the hooded figure, but I cant get out of here to find the hooded figure.

From the description you wrote, you seem to have triggered a bug that has recently been fixed by patch 2.02 for PS4. This patch was released on March 31 2020. Here is the fix description:

Soul Shriven in Coldharbour: Fixed an issue where the Hooded Figure would not appear until after relogging if you created a new character and skipped the tutorial.