Do I have to go <this place> right away, or can I go to <that place> first? (Vague on purpose)

Without getting into spoilers, I just finished Dorado, and am now being sent to another location >!(Greater Tranquility Station)!<, and they make it sound urgent.

But I haven't been to Free Market Station yet, and I kinda wanted to head over there first.

Is this fine? Or is this a sort of timed deal where if I don't go to the main story place, something bad happens? Cuz they make it sound like something bad will happen.