[X] Getting to know your companions. You've talked to Artemis, and you consider her a friend, but you don't know a lot about her. You also haven't had much time to talk to Axton and Lancel. Get to know them, and maybe they can get to know you too.
[X] Direct Path. The most obvious choice, it will take the least amount of time to get back to Artemis's home. However, it does leave you somewhat vulnerable to the bandits. Artemis favors this option.
[X] Forest Path: A more roundabout path, going through the interestingly-named Eternal Forest. You will hopefully be able to avoid the bandits, though there might be… other things, among the trees. Axton favors this option.
[X] Reading your scrolls. You're lugging the things around, you might as well get something out of them. Spend some time looking over your scrolls, learning about things that your father didn't have time to teach you before he died.
[X] Exploring. You've never been off the mountain before. Whatever path you take, this is all so new and exciting! Look around, find new things, and maybe even have a little fun.