That and/or when you first meet someone like Arhu he should warn you not to venture outside of town - or do so at your own peril - before completing some stuff in town and mentioning that there are several adventurers looking to hire on, sort of thing.
But isn't that the case already? In Alpha builds, the gates were opened. Now they are closed and the guards warn you it may not be time for you to go out yet. I myself didn't interact with them, but to open the gates the first time, you have to go through a dialogue. So really, you have the "freedom" to rush outside town right off the bat, but if you do so, even after being warned, there really is no room to complain that you get destroyed or you don't know what to do... Don't you think? :p