In RSC there was a tutorial island NPC that briefly mentioned and explained what and where the wilderness is. Always thought it was weird how he was left out of RS2's tutorial island. Probably would be beneficial to explain to players that there is a dangerous part of the map they can just walk into where they can lose their stuff.
Getting Around
Other games have a similar system but they typically provide some kind of consumable teleports, like tele tabs. I think a better way to tackle this instead of a one time system that you are seemingly arbitrarily locked out of at some point is to also introduce new players to some kind of teleports that they would eventually unlock or have access to later on, so that they are more familiarized with the game and how it works.