Use the map. You can click on any character who is not blue, the fires, the shops, the totem, or the workshop.
When you do, the map will fold up and you will automatically move at your regular pace to that location.
If you see something you want to pick up or do on the way, you just click on it like you normally would. You can then either move yourself or go back to the map.
If you have a character icon to the left, you can also click on that and it will open the map.
Hint: If you just need to get somewhere that doesn't have a star, just click on something else that will take you on your path and click for yourself when you want to break away from that direction.
For example, if you need mushrooms from the cave, you can click on Roho's fire or shop and sit back and relax until you enter the cave.