Valheim has a certain philosophy that lives in pretty much all of its mechanics: "Preparation is key." That's why food is a huge factor to surviving and progression, your inventory slot feels huge at the beginning but small in endgame, the biomes require different equip and item loadouts.
If you take your best equip and sail far away without a reasonable way to return, you are not looking for an adventure. You are looking for a place to put your gravestone in. Reconnaissance is important, especially in a biome you've never seen before. Anything could kill you. Wolves running down the border of the mountain, some flying killer bees from the plains, poisonous water worms in the swamps, etc.
You are one player, so build outposts and spaces where you can feel safe. A monster destroying your portal? Doesnt sound like a good location to build a portal. You build your outpost in biomes you are familiar with, you dont build it in unknown lands. A huge beast could spawn for whatever reason and destroy everything in seconds. Sounds unreasonable, unrealistic - but not totally impossible. That's the kind of game Valheim is.

When I first started the game, I ran naked into the Black Forest and build a base there. I ate blue mushrooms and hit brutes with a flint axe. Then a troll came and destroyed everything. That's just how you learn the game.