Have a good Acrobatics skill (at least 60, if not, create your own fortify acrobatics spell), go to Anvil and jump on top of the abandoned house beside the mages guild.

Then jump on the house beside it and keep jumping on the rooftops until you reach the town walls, then jump over ( you will take damage) and go explore!

Note: there's nothing outside the towns except for water and invisible ground, don't go too far south because you will fall off. To get back into a town, fast-travel.