mm hmm...
It's somewhat of a burden to travel to other cities as a low level character.
To do it safely, you'd have to find a mid-high level character to escort you there. Otherwise, you have to dodge pretty much every monster that comes your way.
After level 15, it becomes somehwat easier to do it alone. You can kill some creatures along the way, but you must still dodge many of them.
If you want to begin playing with your friends, some must sacrifice the cheesy ring to start elsewhere.
I personally started in San D'oria and it's no big deal to me.