Whoa, hey. Sorry I've been missing this thread. Hi, Ghost! Glad to see we've got a new inductee into the poor foo...err...amazing GMs and DMs exploring the World's Largest Dungeon.
I'm Jim (big J jim, instead of the line developer, jim pinto), and I wrote a little bit of the WLD. Thus, having introduced myself, stroked my own ego, I'll weigh in.
Nothing wrong with letting PCs venture in and out, I think - in fact, the elven enclave run by Jacen and Silmarien was specifically designed with that option in mind. Given the relative deadliness of that Region, I'd advise that you
not start PCs at first level. My advice is to look over the tome, select some spots that seem likely, and decide whether the teleport blocks and wards against getting in and out would apply to a PC group...or, if you want to be really mean to your players, have the blocks and wards work intermittently; the WLD, after all, is in something of a mess...