Can I replace "I don't want you getting lost" with "I don't want you to get lost"? (I only knew the latter one with to infinitive.) If both can work in this situation, how should I decide which one to use?

What does "it" refer here?

"It" in this context is referring to her previous lyric where she talks about "life" and "love". So "I can't do it alone" here means she can't do love or more clearly, life alone.

What's "find out" mean?

To "find out" means to discover or learn a fact or piece of information. Ex: I found out that I passed all my exams with flying colors! Ex: Mary found out that her parents had been lying to her.

What does “going” refer to in this sentence? I can’t get this sentence structure very much. Would you tell me other examples using “ going”?

"Going" in this sentence means "to continue speaking about a certain topic without stopping." It also can be used to indicate that something is continuing on without stopping, like a road. Ex: He's was so angry. He kept going on and on about how much he hated his teacher. Ex: I was going on about my day and he interrupted me! Ex: The road kept going on and on. It took us forever to get there. Ex: That show is still going? It should have ended years ago.

Is it okay to use "it's not also the fastest in the game" without using "no longer"?

While "it's also not the fastest in the game" does make sense grammatically, it does not express the same meaning as "no longer." "No longer" implies that something once was but isn't anymore, which is the meaning the speaker wants to express here. The speaker states it was once the fastest in the game but isn't anymore. Thus, instead of "it's also no longer the fastest in the game," you can say "it's also not the fastest in the game anymore" to maintain this idea. Ex: My baby brother was born last week. I'm no longer the youngest in the family. Ex: The milk expired last week! It's not safe for consumption anymore.

Can I put "to do it" right after "moral obligation"? Like, "I have a moral obligation to do it to myself and the people around me."

No, "I have a moral obligation to do it to myself and the people around me" does not have the same meaning as the original sentence.