Choose a port and be prepared to spend a huge amount of turns before doing the very first hunting.
1) Explore 100% the port.
2) Use more turns to raise NPC max, Player max, Port max (the three are linked among them, Player max is a fraction of Port max, NPC max is an even smaller fraction). You don't need to raise NPC is you are planning to go to player hunting, and viceversa.
3) Use more turns to let the chances to prepare for the treasure hunt.
When you feel ready, use turns.
Repeat
My suggestion is to use not this feature during your first days in Avonmora.
The very best option in the beginning is to give a patient look to the Guilds list, choose the one that better suits you, and join it.