Assassin's Creed: Odyssey features a vast map. Some of the large locations are placed next to each other on grand isles, while some smaller locations fit on petit islands, with little activities to complete. Exploring the map is a large part of the gameplay experience. Discovering all available activities can be hard and tedious. In order to discover an activity (a question mark), you need to be at least 50 meters away.
The first location can be explored right after completing the first quest. There is nothing standing in your way. You can freely run around, swim, or sail a boat on the nearby waters.
You are separated from another location by the deep sea. In order to reach them, you need to acquire a ship. You get it during the main story missions, during the first two hours of gameplay (if you focus on completing the game's story).
After you acquire a ship, you can reach nearly any place on the map. No location is locked, so you can freely travel across the entire map.
Remember, though, that each location has its own difficulty level. If you decide to go to Lesbos (level 42) during the initial stages of the game, you will have to pay extra attention. The enemies you encounter there can kill you with one, well-mounted attack. Animals roaming around the world know no mercy. As soon as you approach them they chase you for quite a long time.
In Assassin's Creed: Odyssey, quests take place across different locations. Thus, you automatically have to explore the map to complete the growing number of available quests. Most of the side quests are unlocked as you progress with the main story, allowing you to explore the entire map and complete given activities, instead of aimlessly running around.