Huge game world, completely mapped out: you can walk from one end of the continent to the other, though for a first level character it can take a few days of 24 hour walking (real time, not game time, this game is HUGE), and probably wouldn't surprise the trip.
When the passersby say "the adventure is outside the cities" they're not kidding... to advance you need to get out and go cross country, or you'll get nowhere.