As Stabbey said, there is nothing to stop you from leaving town before you have a quest related reason to do so, though there could certainly be a little more combat earlier in the game, and Cyseal does feel a little overwhelming when you first get there (there will be additional map markers added and guidance in the quest log, etc, when certain locations are mentioned).

There may be a tutorial area added before getting to the beach, which could add a bit of combat. Maybe Cyseal needs a dungeon hidden under a statue...