You start the game on Touryst Island. This is basically a tutorial area; however, the game gives you no instructions on what to do. In order to leave Touryst Island for Ybiza, you need to:
Collect some coins around the island.
Buy the climbing guide from Axl's shop.
Climb to the top of the monument and complete the stone puzzle, using the pattern from the far island.
Make the sentinel look at the lights on the ground.
Talk to the old tourist to get the guide to Ybiza.
Head back to your boat to travel to Ybiza.
Here is a video guide with English commentary!