So, I got lvl 3 though zone stuff, then I entered the pvp zone, played some pvp and I'm done with this. So now I want to get back to my last location, but I don´t know how to exit this zone.
If you got in PVP, you should have an icon near the top of the screen with crossed swords. This is the PVP menu. Here, you will have a "Leave PvP Lobby" button which will bring you back where you left PVP.
Alternatively, you can go the large, purple Asura portal right of the bridge looking from the vendors. It will bring you back to the Lion's Arch.
It is the purple swirl on the map bellow.
You may also be in World vs World. In this case, the icon to look for is a castle tower. There, you will also have a "Leave World versus World" button.