You are on the second floor, still looking for your seat. You are looking at the concentric passageway to the left, but perhaps you should also look to the right in case your entrance is in that direction. This view of the Colosseum today shows how the two levels of concentric corridors were constructed.
Even though you are out of breath, perhaps you should continue climbing; there is still another level of seating and also standing room on the highest level, the Colonnade. To see where you are, look at this cross-sectional plan of the Colosseum or this navigational plan of the virtual site. To exit the Colosseum, take the staircase down to the ground-level concentric corridor.