I usually sail at a distance where the land barely becomes visible or even a little further out than that on my mini map. Think of how close you need to be to draw aggro, and stay a little further than that away from the shore. But keep your eyes open for lone mosquitoes on tiny islands.

But if this is your first swamp, you should look on that map for one that you can walk into after landing at a meadows or black forest if at all possible. There are many things in the swamp that will attack your boat.