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No. Goblin and Worgen starting zones are entirely phased until level 12-13 or so. You must finish the quest chains before leaving the starting zones. Once you're out you're free to go where ever you want.
At the end of the Worgen starting quest chain, you'll board a boat to escape Gilneas. I can't remember for sure, but I think you then find yourself in Rut'theran Village, at the base of the great tree Teldrassil.
If you look at this map of Teldrassil, you'll see the village in the south:
In Rut'theran Village are three docks, east, south and west. The western dock has ferry service to Azuremyst Isle and the Draenei lands. The southern dock has ferry service to Stormwind City. The eastern dock is out of commission at this time.
Alternatively, you can talk to the flight master up the hill near the pink pavilion and fly to the Exodar, Darnassus (!) or Lor'Danel on Darkshore, to the east across the water (normally where you'd continue questing as a Worgen, or so it's implied).
If you step into the pink pavilion, you are teleported to the top of Teldrassil into Darnassus. Here's a map: http://www.wowhead.com/maps?data=1657
You enter just to the left of the "T" in Temple Gardens. Head north to the Howling Oak for some final Worgen orientation.
Hope this helps!
Edited by Mukluk on 8/28/2011 3:16 AM PDT
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