I just talked with him, and he says it's OK, and he can jump in at anytime.
The source of the whole mystery and the story is a massive glowing red crack from the ground to the sky, which is where everyone will be going to. It'll just be a long way to get there (across mountains, dark forests, frozen lakes, etc).
And it would be a bit more interesting if all the characters are scattered from each other and mixed about. Anybody could meet up with anybody.