From Western Thanalan....um.
You have to go east, the quickest way honestly is back to Ul'dah, then go to Central Thanalan. If memory serves me well, go to Black Brush Station (has an aetheryte), then keep going due east. You'll hit a small pond with some annoying Nixs (or whatever they are at that level, the giant frogs) and north-east of that pond is the entrance to Eastern Thanalan. Keep going NE after getting there and you will eventually find Camp Drybone (It's set into the ground, and there is an aetheryte. Follow the wall if you are unsure where to go, you may literally fall right into it).

Alternatively you can go through the South Shroud through Camp Tranquil but those enemies are a higher level than you, so it's a bit more dangerous.