After just spending two days in Milan riding the metro....and I think think applies in most cities...
While there are lots of entries to metro, and mostly stairs, sometimes requires quite a bit of walking to get to the trains. It’s not obvious which entry takes you directly to trains.
Milan had a lot of escalators (a few not working), but I was searching for the stairs and/or elevators as I wanted to avoid escalators with our dog. If you do have to use stairs, there are a LOT. Especially stations that have two or more lines as they tend to be in different levels. Milan is a flat city and My fit bit shows 75 flights of stairs, and that didn’t include elevators we found (not always easy to locate)
When you walk out the metro, be like a lemming and follow the crowds, that likely with get you above ground quicker. Even then, once above ground you will need to orient your sense of direction. Use google maps with WiFi on/ data off and as you start walking, the blue dot will show which direction you are walking in.