One of the first items you want to obtain is a Glider. You can unlock the recipe for the Glider as fast as possible by entering the cave passage that you have taken to escape the cinder Vaults to the mainland.
Slay the Monsters that are wandering inside this cave and loot their bodies. In most cases, you would find some Shroud spores. This is needed to craft the Glider, so it’ll instantly unlock the blueprint and the information on how to craft it when you pick these up.
You’ll also need some Shroud Wood. Head off into the Shroud to and grab yourself a tree or two. ( be smart, take a bit more than what you need, it can save you a few restocking trips ). Once collected all the resources, I strongly encourage you to craft the glider. This can be used to fly across Embervale.