Exploring is one of the easiest things that you can do. All that you have to do is walk around RuneScape, just point and click at where you want to go. Click on the globe symbol for a complete map of the RuneScape world.
Note that straying past the Border Guards may find you in dangerous areas, where monsters present a risk of death. See the section on death below for more information.
Exploring is highly recommended for new players as knowing where you are, and more importantly, where you are trying to go is quite useful.