The main story, after it introduces you to basic concepts, will branch out and leave your starting nation. About level 15, based on completion of quests.

There is also a ferry by the arcanist guild, but it's a rather hefty charge of 200 gil, so you may find it more cost effective to get started on the main quest.

edit: sorry, coming from the other direction. It's in Vesper Bay, just past Horizon.