英文對話,這樣行嗎?

If you just want to be understood, it's fine. To have more fluency, here's my suggestion:

抱歉,我找不到我的房間,你可以帶我去嗎?
Excuse me, I can't find my room, can you take me to my room?
("could you take me to my room" will sound more polite if you want to be more polite)

先直走,到達第一個路口右轉,然後繼續沿著路走,你會看見他在你左邊,路邊也有指標會引導你去.
Go straight ahead first, and when you get to the first intersection, take a right and continue on along that road. You will see it on your left, and there are road signs to guide you there also.
(when you give directions, all is in command, and hence present simple tense is fine)

全部用現在式會清楚/簡單一點
雖然口語的話別人還是聽得懂

arrived (過去式) 通常用在已經到那個地方
也可以用
You first go straight, when you get to the first intersection make a right(turn right)

看意見那邊
大師的回答就正確啦

I don't find out my room where is ==> I can't find where my room is.
could you take me to go to my room? ==> could you take me to my room?

arrived ==> arrive (you use present tense all the way)

2014-02-12 13:51:32 補充：
The above 3 corrections are the major ones. The rest is acceptable.