Be sure to stock plenty of Elixirs if travelling through the Countryside, for if you're killed without them you'll be stuck until reset brings you back to life, and find yourself back at Blackdale City gates.
You have a chance to find treasure chests in the Countryside, as well as interesting distractions, other cities, and maybe even a few magical locations filled with powerful artefacts.
If you have a numberpad, you can use it to easily traverse the countryside! Enable your numlock, and you can use the numbers 1-9(except 5) to travel. For example, 7 for up-left, 6 for right, 2 for down, and so on. The arrow keys also work for going up, down, left, and right.
It's a pretty big area, so be sure to take some time out of your day to explore and look around. You never know what you'll find.