Yep, you're all off.  Yay!  'Plays epic world exploration fanfare.'  :P  Joking aside, you can go wherever you like after getting off of the Path of the Wanderers and your 'Base Camp' or whatever you lot end up calling it can be anywhere you want as long as you come back to it from time to time and it's within range of wherever you end up going for the first several days or whatever.  A week without anyone being at Camp will result in anything there disappearing and the area you set up being trashed just so you guys know.  :P