Michael and the company walked their feet on the earth of the Vagoth Forest. They tracked the trail towards the nearest road, guided by the image pictured by a Clairvoyance above the sky.
They decided to walk the path with their feet, although they could easily teleport directly inside the city walls. They would get interrogated if they didn't pass one of the city gates.
Since they are inside the continent's third largest forest, monsters pop up frequently as they walk further. Although not as dangerous as the Great Forest of Darkness, Vagoth Forest is still considered a danger zone by normal means.
The area where they arrived was where B-ranked monsters were lurking. Certainly hazardous to explore and not suitable for everyone who's not the combat type.