Don't go off sailing with all your freshly forged gear only to land in a biome you are not prepared for, die, and then spend hours trying to get your gear back. Then come back on the forums saying "I'm Done", "That's it", "This game is too hard"...."blah, blah, blah".

At least do a backup first of your game files in the app data folder before any such voyage: AppData\LocalLow\IronGate\Valheim\characters
AppData\LocalLow\IronGate\Valheim\worlds