Head up and climb down the rope. Jump on to the remains of the mast, then onto the section of boat with the rope on it. Use Lash and climb up. Go down the vines and check the chest for the Pirate's Sword, a good weapon for Jenna. Equip it, then follow the path you took back around. Climb up the vines, go past the people, hop across the rocks and then climb down. Exit to the world map to your right. Now, follow the long path south. Whilst following the path you will be able to enter Yampi Desert, but that leads to Alhafra and Briggs, which you may not be quite ready for.
You can either do Mikasalla and Air's Rock first, or Yampi Desert and Alhafra. The latter has two bosses to fight, so this guide will follow the former.
Anyway, follow the path and cross the bridges over the rivers on the south coast of Osenia until you reach a town - Mikasalla.