The place you went into seems to be the Zeritan Caverns. The opening zones(and the only zones until some later point in the game) have monsters arouund level 17-18. Later on, in the deeper areas, the monsters are around level 37-38. I one of the deepest areas, the lightning Esper, Addremelch The Wroth, is available to fight, it is level 37.

Remember, the caverns are completely optional.