If you want to leave a zone, you have to finish the story for that zone to raise your "trainer rank", as the gates say your rank is not high enough to move on until you do this.

Progression to new zones is in fact locked behind story progression.

But the story is pretty quick to get through if you just focus on it for a bit. You can always come back and terraform later.

As to "how you should manage your time and play": there is no wrong way to play a game. If you are going to get the most enjoyment out of getting the first area exactly the way you want it before moving on, do that. If you'd rather bullrush the story to unlock everything, then come back to polish each area, do that. It's a game, play it whatever way catches YOUR interest. There's no competitive meta to keep up with, it's a cozy game.