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etking said:

Before story mission 3 (early in the game) I found out that you cannot leave the first continent, there are invisible walls everywhere. But I did some mountain top exploration in the north west and found something unexpected with a little bit of Starcaft vibe to it.

Chapters 1 to 3 are basically tutorials of various levels.  Similar to the first Xenoblade's Colony 9 section.  It'll be pretty clear when the game fully opens up.