Actually for safety's sake its probably best to stick to the roads and gradually head south. But exploring the areas immediately surrounding beregost (with the exception of the east part of the temple area) couldn't hurt.
At level 1, I recommend you gather a party first and perhaps do some side quests, since you'll be pretty easily killed by damn-near everything aside from Gibberlings at such a low level. Gain a couple levels, then explore the wilderness and continue doing sidequests. I'm the type of player to do sidequests first, all of them, then continue onto the main quest. If you don't do this, only do enough side quests to gain you a couple levels. Then, you should be at least a bit more ready to continue along the main plot.
[SPOILER]Go waste things and do quests in the wilderness until you're about level, ehh, three. I like to do the quests in Candlekeep, then go to the Friendly Arm Inn, pick up quests there, do them... The sirines are a great start (level two), but make sure you have poisoned ammunition! They can charm, and that sucks, especially while they're doing it invisible. So it's best to just lock their casting now rather than later. Bassilus is another good quest. He drops a good, magical war hammer that will remain good for pretty much the entire game. Then, get some scrolls of stone to flesh and potions of mirrored eyes. After carefully! slaughtering the wolves East of the Temple, head East some more and kill every last basilisk you see, taking care to have those potions I told you about drunk. This is best for smaller parties, I like to do it with two to four people in my group. Korax the Ghoul is useful in this.[/SPOILER]
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The sirines are a great start (level two), but make sure you have poisoned ammunition! They can charm, and that sucks, especially while they're doing it invisible. So it's best to just lock their casting now rather than later.
Bassilus is another good quest. He drops a good, magical war hammer that will remain good for pretty much the entire game.
Then, get some scrolls of stone to flesh and potions of mirrored eyes. After carefully! slaughtering the wolves East of the Temple, head East some more and kill every last basilisk you see, taking care to have those potions I told you about drunk. This is best for smaller parties, I like to do it with two to four people in my group. Korax the Ghoul is useful in this.[/SPOILER]