No. You are supposed to meet up either with Khalid and Jaheira, which is what Gorion recommended you, or with Xzar and Montaron if you are an evil character. Both of these groups are going to Nashkel for their own reasons. The game also heavily hints that Nashkel is the place to go if you are an adventurer, there is work for you there, so it feels a natural choice. Investigating Gorion`s death WAY out of your league at this point, as it should be. You are just trying to get by. In PoE you are just being sent by random people to random places. The main quest seems disconnected from the world and from anything else.