You can leave the island at level 3 (i.e., as soon as you get there and have a class). Go talk to the Duke, and then the Ambassadors by the docks (Hit M, near the Tavern-Booze icon). From there, go to the docks you first entered the zone from (post-creation) and click on the bell at the end of one of the docks there; it'll say "Travel to Qeynos" or some such.