Mistwell
Crusty Old Meatwad
Whenever my players do something crazy or unexpected that leaves me in a slightly dangly position as DM, my response is always, "What do the players want to do now?"
In your case, I'd ask the players why they stole the ship, what they intend to do with it, and (most important) why I should believe they know how to drive the thing.
If they have trouble answering any of these questions, they'll probably eventually talk themselves out of the high-seas adventure thing. But if they have a clear purpose and the ability to follow through (or the willingness to gain that ability), they will have handed you all the plot hooks you need. (As well as some lines and sinkers!)
I accidentally described this as "stole" the ship when I really meant this:
"The PCs fought pirates on the shore who had found their way into the back-end of the mega dungeon the PCs had been exploring. PCs then killed all the pirates, got their ship that was run aground on the rocks, and spent most of their loot to get it repaired in town and hire a new crew".
I don't want to talk them out of it. I gave them around 20 potential adventure seeds and directions they could go in, and made it clear they could choose whatever they wanted outside those 20 ideas, and they chose "Repair the ship, rename it, hire a crew, and set out along the coastal seas seeking adventure". I'm cool with that, and want to roll with it and give them some additional adventure seeds and possibilities to choose from.