Agon is a big place. Like seriously, this thing is huge! Here is a guide to help you get around more easily.
There are tons of different ways to travel Agon at varying speeds, from jogging, mounts, sailing and to magic portals, you'll get there somehow! Unless using movement skills, travelling on foot is of course slower than riding a mount. When sprinting, you lose stamina as you go. Moving in water is slower than on land unless you have a ship, but basic ships are still of relatively slow speed. If you need to get home fast, feel free to use your Bind Stone Recall or House Recall; you may bind to a Bind Stone by using it (except to a player-owned city if you are not in an allied clan) and you may also be invited as a Tenant in one House. "Recalling" is a form of teleportation accessible to all characters : after about 1 minute standing completely still, you will be instantly whisked to the Bind Stone location.
Throughout Agon, there are also Portal Chambers, which can be filtered to show on your maps legend. These chambers connect to one another through teleportation, and are operated with the use of gold in increments of 100, per 1 "jump" between chambers required for your final destination. Often these chambers will be populated with other travelers, so approach with caution.
Why bother leaving the safezone and convenience of the city if all I need is here? The many avantages and reasons cannot be all named. First off, if you're a PvP kind of player, then clearly the safe starter cites (racial capitals) are not for you. Travelling is necessary to remove the dark areas from your map: you will receive 400 Prowess for visiting 100 different tiles, and a few thousand for visiting an amount of tiles equal to ALL land tiles. Also, Agon is a stunning world with very many breath taking locals of wonder. For crafting, as the security of a tile decreases (Danger Zone), the chances of rare drops increase. So if you want those essences get out there. Finally if none of that piqued your interest, one thing we all want are Chaos Chests.
So get out there, from sight seeing to killing monsters and more. Agon is big and just waiting to reward those who unlock her secrets.