You can get out of the starting area by using a mammoth to bypass the wall / gate. You can't go too far, but it will give you enough of an advantage to get a quick cap (helpful if you're going for achievements especially).
So far i've only done this on alliance side, going towards goblin mine. You can hug the fence and get right next to the graveyard, or down the ramp (the wooded part), any further and you get ported back.
Didn't see this anywhere, sorry if it's a repost.