Maybe you have Hugin disabled, but he's supposed to appear and say "Brave warrior turn back. This [biome] is too dangerous for you yet." or something like that if you skip a biome. He warned me not to enter the mountain my first time playing when I was still on black forest. I think he only does it the first time you enter any out of order biome though, so if you entered a swamp early, then a plains he won't warn you about the plains, only the swamp.