Yes you have to take a ferry it's 200 gil - I'm sure even for a begginer that's a minute amount. To get there you must cross this certain dangerous Peninsula of which I can't remember the name (Begins with B and has a lot of u's in).
The Peninsula can be very dangerous for someone of your level, here's some tips on safe crossing:
- Try not to cross at night - the undead are out and they are nasty, wait it out 'til daytime when they are gone.
- The only mobs that will attack you unprovoked are Goblins, they attack you if they see you (E.g are facing towards you within their range of 'sight') so be aware of your surroundings and make sure there are no Goblins glaring at you. If one does happen to see you, you could try using that new Bind spell of yours on him before trying to beat a hasty retreat.
- You could buy some Prisim powders and cross the Peninsula very easily but these are pretty expensive and probably rare to find them being sold any where except major cities.
Being from Windurst you should have a map for the Peninsula, get to Mhuara (sp?) and from there you can catch the Ferry. One more thing: on the Ferry try to stay indoors as there is some monsters outside that will beat you down with extreme prejudice. The Ferry will take into the heart of the infamous Valkurm Dunes.
In my opinion the best thing for you to do exp-wise is to seek whilst you solo, until you get asked to party, then travel on down to where they want you to party (Most likely the dunes but there are other lesser known possible exping areas for your level).