The image above represents the map of the world. All of the most important location you can visit are marked on it.
Three important things to remember:
1) The option to quick travel around the world is available only after you've finished the initial main quest, on the Crab Coast.
2) You can revisit each of the main locations any times you want. It's recommended if you, for instance, unlocked a new thief ability, allowing you to open treasure chests that you previously weren't able to.
3) The Skull Island becomes available only towards the end of the game, i.e. some time after you progress to the fourth chapter of the game's story line.