I have finished destroying all the Crimson Hearts and have gone to the guide to see what to do next and the guide is telling me to keep destroying them. I think it's a bug and I can't find out ANYWHERE what to do next.
After smashing three crimson hearts, the Brain of Cthulhu should spawn. Have you defeated this boss? If so the next stage of the game includes defeating the other two bosses; the eye of Cthulhu (probably easier than the brain) and then Skeletron, which is quite a difficult boss, especially on expert mode.
You should aim for better armor, weapons and accessories, which will help you against these bosses. After smashing at least one crimson heart, there is a chance for a meteor to land. You will get a message: A meteor has landed. You should aim to find and mine this as it allows quite decent weapons and armor.
After defeating all three pre-hardmode bosses it's then time to prepare for the Wall of Flesh and to progress into hardmode.