Prototype Testing: User Autonomy vs. Necessary Directions

In recent iterative testing projects, I have been conducting concept testing with participants to learn about their experience with our mid-fi clickable prototype. In the prototype, there are 20+ screens, and they are of a linear step-by-step fashion. The selection of each step should feed into the following steps—and ultimately the final step.

In this case, how might we make sure that we learn as much as possible from the participants while also giving them directions to click through the prototype with minimal frustration?