How do I get off of The Lost Isles and go to Azshara

Solution 1:

You can naturally leave the lost isles at around level 12 when the quest chain completes. This shouldn't be very long. Goblins, like Worgen and the class Death Knight are locked in a story (phased) zone for much of their early levels.

If you want to meet up with friends early, you need to play a different race to start.

It is possible after a certain point in the story to be summoned out of your zone with the help of a meeting stone or warlock if you level too quickly, however you will forfeit any remaining quests in the area as you can not return. I wouldn't recommend this action as the quests here are more exciting than the rest of the world - they are even voice acted!