The initial information about quests and such might be a bit dated. Honestly we did them the first couple of days to get cash and gear. We had to grind everything we could to get money to buy the city. Now our area is pretty secure and you can mine and kill mobs in a less conflicted environment, ie noob goblin spawns are ridiculous.

So either way is really fine - grind out as many quests as you want and move to Khosgar when you are ready or if frustration from the noob zones gets to you.