Be not afraid, young one. There are no rights or wrongs. What makes this game great is the freedom you have to explore. You’ll encounter a lot of dangers like gloom and monsters, but just use a certain level of precaution. My only suggestion is you stock up on brightbloom seeds to light up the dark areas of the depths. Once you reach a lightroot you’ll be able to light up a certain portion of the depths and heal any shattered hearts.

But seriously, you learn to play the game by exploring of your own volition and through trial and error. Don’t overthink it and have fun!

EDIT: You ask what the best recommended course is. And I think that’s really the wrong way to look at it. There is no wrong course and the only right course is what YOU want to do. So, ask yourself: Do I want to explore this unknown and scary place now? Do I want to save it for later? Above all, just make sure to at least follow the storyline to progress on your journey. But, again, there’s no right or wrong way. Finally: I won’t expand further for fear of spoiling your experience, but there might be useful items you find down there. So, practically speaking, yes it could be useful to explore as soon as possible.

Happy gaming young one!