You really don't have any other option during your first trip to Jacobstown (obviously, you can simply quick-travel there anytime thereafter). Jacobstown is nestled deep in the woods, and you'll need to take a winding roadway towards it. That is to say, while you can easily cut across a lot of terrain elsewhere on the map, fully taking advantage of the old adage that the quickest way between two location is by traveling in a straight line, you won't be able to do that as you work your way towards Jacobstown. One important thing to keep in mind en route to Jacobstown is that you won't be able to get there via a straight shot westward.
