I started playing Elder Scroll Arena and completed some side missions and at night I went to an inn and bought a room. But where is that room, and how can I stay there for the day?
The room system in inns is actually very easy, once you have a room (either by renting or sneaking in), you can use the Camp action in the entire inn. In other words, you don't have to find your room yourself.
However, you will be in the rented room when you wake up. I tend to notice that the more expensive rooms are closer to the entrance/exit of the inn, which is their only added comfort AFAIK.