When you prepare to embark on a new adventure or journey, there are numerous synonyms for the phrase "set out on" that you can use to add depth and variety to your writing. You might "begin your journey," "initiate your quest," "embark on your adventure," or "commence your excursion." Other possibilities include "set forth on your exploration," "launch your expedition," "commence your odyssey," "initiate your pilgrimage," or "embark on your voyage." Whatever words you choose to convey the act of setting out on a new adventure, they can capture the excitement and anticipation you feel as you prepare to explore new territory or undertake a new challenge.