Yeah, just head to the end. What might be confusing you is the exit? You'll essentially travel through the "end" of the map, which will then take you to another portion of the world. If you look on the minimap in the lower right, these exists are identified as big white circles-within-circles, almost like buttons or something. There are red ones too, which represent the save crystals. The white ones won't show up on your main map because the exits should be plainly obvious to you there, and the save crystals show up on your map as... well, little red save crystals.