Leaving Greilyn Isle - Act 1 Story Quest
This quest will automatically begin after completing The Exile Colony and rescuing the Azunite Scholar from the plagued Dryads. Much like the previous quest this one is pretty straight forward too. For the first part of the quest you'll want to make your way through the Eastern Greilyn Jungle until you find the Kithraya Caverns.
It's worth nothing that once you complete this quest you will find yourself in a desert not anywhere near where we are now. You will be able to Teleport back to Eirulan and Greilyn Isle at any point in the game but I would recommend finishing all of the currently available Side Quests in Greilyn Jungle before continuing to the desert. Especially The Hak'u and The Hak'u (Part 2) since the second quest will give you a Skill Point as a reward.
Available Side Quests:
Just outside of the Kithraya Caverns you'll find a Human by the name of Vix who will update your quest when he tells you about his lost party. He'll also offer to join your group, if you're interested in having him. Vix is a Ranger and is one of the main companions of this game with his own Side Quest later on during Act 3. It's up to you if you wanna bring Vix along, Rangers are quite powerful in this game but can be rather squishy until higher levels.
Note: There is a book on the table behind Vix called Vol 6. The Skath. This is part of The Lore of Aranna Act 3 Side Quest and I highly recommend you grab it now.
The Kithraya Caverns are long, linear and for the most part easy. A few enemies in this area will use Death Magic (the red/black dots that fly at your characters) which will hurt a lot. If you're struggling I recommend the good ol' go do some Side Quests and level up more trick. Also, Potions.
If you are playing on Veteran or Elite difficulty and have Finala in your party right now you'll be able to start Finala's Contempt by clicking on the broken elevator lever in the Kithraya Caverns. Those of you on Mercenary will have to wait until Act 2 when she joins your party and return here.
When you make it through the caverns you'll come out at Eastern Greilyn Beach. Along the path you'll come across a large red shard that will be blocking the route and you'll get a task update to destroy it. Once destroyed continue along the path until you find the Azunite Scholar on the beach, speak with him to learn more about everything going on and to make him activate the portal next to you that goes to the Azunite Desert.
On the other side of the portal you'll find yourself in the Azunite Desert at an outpost with some resistance forces. Speak with Captain Suzor here to complete this quest and begin the next one, Secret of the Azunite Desert.