The Storm Coast is one of the bigger locations in the game world, but you should know that it is optional to explore. This means that visiting the Coast is not required to push the story forward. Personally, I recommend that you do not skip it, because you can get many side quests here and find many interesting items. Note - You will not be allowed to explore the entire Coast straight away. Some of its parts (e.g. the great dragon's den) become available later into the campaign mode.
The way to unlock this location: On the war map, select " Scout the Storm Coast" operation and complete it. It is possible if you can spare , at least, 8 Power points.
Recommended experience: As I have already mentioned, you cannot explore the entire Storm Coast during the initial visit. Before you travel to this location for the next time, it would be considerate to reach level 8-9, with your party. Otherwise, you may have problems defeating the great dragon and sealing some of the rifts with heavier guard.
1) One of the first things that you should do, after you visit the Storm Coast, is meeting the Iron Bull on the beach, close to the starting point. Thanks to this, you will obtain a valuable party member, who may be helpful while scouting the area.
2) What sets the Storm Coast apart, from e.g. the Hinterlands is the possibility of encountering a bandit camp (the central part of the map). A good idea is to seize this field base (the "House Cleaning" side quest), thanks to which you are well-rewarded and gain a new foothold for the Inquisition.
3) The Western part of the Storm Coast is initially inaccessible. The same goes for the North-Western islet that is the den of the dragon. Exploring these areas (along with the other ones with strong monsters in) becomes possible only later into the game. Therefore, do not worry if you cannot reach all of the locations where you complete side quests (e.g. the one connected with destroying lyrium caches).
4) While exploring the Storm Coast, search for logging stands and the quandary. Setting flags there turns out to be a good action, after you move to the Skyhold, when you need to expand it.
5) The Storm Coast is full of mountainous areas and this may be an element that hinders your exploration of the area. I recommend that you use your mount as often as possible and search for cave passages, which may help you skip the burdensome climbing.