The action outside of the city may be too much if you lack some decent fighting skills, but the land around Hydlaa is still beautiful. To find your way out, locate a central large brown tower in Hydlaa, and run towards it. Behind it are exit gates that lead to the magic shop, green hills, and Ojaveda, an Enkidukai city.
Also, feel free to ask for help in-game by using the Help tab of your chat window :)