After passing through Dourbridge, you can explore the Heights of Loneliness, which lead to Zere Rocks.
Prepare for the Heights of Loneliness
YOU SHOULD GO GET A SPECIAL MEDICINE! You will need to give it to someone on the Heights of Loneliness. So if you don't have one, go get one. You can make it with alchemy by buying four medicinal herbs, using them to make two strong medicines (put two medicinal herbs in the pot to make one strong medicine) and then put those two strong medicines in the pot to make a special medicine.
Anyway, when you're ready, go to the Heights of Loneliness (southeast from Dourbridge.) When you first go to this area, you find a cabin with some sculptures around. Read the bookshelf in the cabin to learn some new recipes. Then go north to the Heights of Loneliness.
Heights of Loneliness - Entrance
Just go north and into the cave entrance.
Heights of Loneliness - L1
Go left and climb the ladder to find a chest with a Mini Medal. Then go back down the ladder and head east, going around the edge of the room to reach the north exit.
Heights of Loneliness - L2
Go west from the entrance and climb the vine to find a blue chest. Go back down, then head north and climb the easternmost vine to get a Seed of Deftness. Go back down and climb the vine to the left. (The stairs in the northeast corner don't actually go anywhere.) Follow the path around and climb up to the next level.
Heights of Loneliness - L3
Follow the winding path up until you reach a cave. Go into the cave and follow the path to get a bag of Kitty Litter. Then go back the way that you came to return to L3.
Make your way up. You will pass a bridge, but you should go west first to get a Mini Medal. Then return to the bridge and go across. Climb the vine, then go across the long vine. Go through the door.
Heights of Loneliness - L6
Go north and then west up the stairs.
Heights of Loneliness - L7
Follow the path around until you reach the south exit.
You will be outside. Follow the path around and then go south and talk to the guy lying down on the stairs. It's Christopher Collapsus, and he has a quest request. Hopefully you followed my advice at the top of the page and got a special medicine, because you need to give one to Christopher Collapsus to complete his quest request. In return, he will give you your first Treasure Map! To use a treasure map, go to Items in the menu and choose Treasure Maps. Then select the map and choose "go treasure-hunting." When you get to the spot marked with an X on the map, a ! will appear and you can press A to make the grotto entrance appear.
HOWEVER! Granite Tunnel of Woe Lv. 1 is probably going to be too difficult for you right now, especially the boss. So I recommend just continuing on with climbing the Heights of Loneliness for now.
Go north from Christopher Collapsus and get the blue chest west of the stairs. Then go up the stairs to Zere Rocks.