Several of the early quests have you travel to other areas on planet Mira. Getting to Noctilum and Oblivia is fairly straight forward - they connect to Primordia over land. Sylvalum and Cauldros, on the other hand, are separated from the other areas by a large body of water. I'm still early in the game (have not started chapter 5), but side quests are directing me to Sylvalum and Cauldros. How should I get there?
You can walk or swim to every region. For example, if you go to the north-most part of Primordia, you can hop in the water and start swimming north.
Go to the northernmost tip of Primordia then start swimming towards the little peninsula off Sylvalum.
Just remember: do not go straight to the peninsula!
There are very powerful enemies on an island that will kill you if you are not over lv. 20 or higher.
Approach the peninsula from the right, going around the island.