I will say that the exploring thing doesn't matter until after you have beat the game. then you will want to have all the lillith statues and things like that. Remember the statues are permanent buffs across all characters. Even if you make a seasonal character. Once you have end game content going more map means more quests and more found dungeons, more loot ect. Right now get your horse. Thats what matters now then do what you want. I took so long getting to that part of the story because I wanted to do all the side quests as I went. So much faster once you have the horse. You get that at the top of Act IV.
:D
If you want to hook up and Game at all my Teamspeak is voice.clawfest.com
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--- Mystic BBS v1.12 A47 2021/12/24 (Linux/64)
* Origin: Noverdu BBS (21:1/210)