It is all well to solve puzzle pieces on their own. However the entire puzzle must lock together; if we are to use a crossword puzzle as an analogy the solution to 1 across and 1 down should both start with the same letter. If not something is incorrect.
Mr. Fenn states that You Begin IT and take IT. I have determined that these two its refer to the same thing. Something that will also help us later on with the rest of the puzzle...
And take IT in the Canyon Down:

Follow the Green River...the body of water.

You can see the Green river just out there.....

Into the Canyon down (South) the Flaming Gorge


The map published in too far to walk (TFTW) exclude Utah as the final destination. Nowhere is it apparent that you can not travel through a place that is not on the Puzzle map.