First non-pre-made campaign advice needed: steering without rail-roading

So, I've been DMing my group for a while now, but up until now we've done prebuilt campaigns so I could get a feel for it.

We now have started my own homebrew campaign (only 1 session so far) and I'd like to know if anyone has some tips for the following situation. I'm keeping things somewhat vague because I'm not completely convinced at least 1 of them wouldn't stumble upon this.

It's a bit of an open map where they have basically started in a corner. The BBEG is located in a desert in the center (think Hyrule Castle in Breath of the Wild), but they don't know this yet (hell, they don't even know yet who or what it is, that's something that will come up during the next session). During or after the next session they will receive their main objective which would lead to them circling the map, and they have to make a choice of which direction they are heading first. They have 2 directions to choose (the general direction of 2 roads), but technically nothing would stop them from going quite literally off-road and just head central. I know that we're supposed to allow them to make their own choices (and mistakes), but I also don't want to subject them to a TPK, at least not this early in the campaign. (For the record: storywise, it doesn't matter that much which direction they circle in, just that the middle is too dangerous for them to cross)

First, I’d say, do NOT tell them the middle is too dangerous to cross. That’s catnip for PCs, and they will 100% try to cross it. Just reading your description, it screams out to me, there’s something going on in the middle, and I really want to know what it is, so that’s where I’ll vote for us to go.

But, in a larger sense, you can’t stop them doing it. You can encourage either direction, but there’s always going to be a chance they choose some other option. In this case, I think my solution would be the BBEG isn’t there, yet. Maybe some cultists are going to summon it there, or maybe there’s a portal there that’s not yet opened, or it’s buried beneath the sand. Something like that.

You can’t control where the characters will go, but you can control what they find when they get there.

One option if there's something that you really don't want your players doing is to just tell them so out of character. Yes, it breaks immersion a bit, but can be the lesser evil compared to coming up with one in game reason after another.

Adapt your campaign as they make choices. If they choose to go right up the middle and you don't want them to engage with the BBEG just yet, put your BBEG on the right or left and give them some dangerous stuff in the middle to chew on.