This idiom means to leave or to start a journey.

这个习语意思是离开或者开始一段旅程。

So, " set out" means to start a journey.

所以，“出发”就是开始一段旅程的意思。

Not the most obvious place to start a journey to the centre of the earth, I know, but bear with me on this.

这里并非是开始地心之旅的最佳地点，我知道，但是请容我道来。