Map for reference
I'm assuming you're on the first island, with the save pillar (top right)
There are two bridges leading off that small island (you should have been directed there by the guides). Both of the roads lead to the village, Skolheim.
From there, follow the road to the next bridge, next island, next village, Rottersval. Take the south road from Rottersval, you should see a rather large door/gate. Talk to the teleporter npc to teleport out of the beginners area.
Oh, yes. Use the "m" key to bring up the map ingame.