You can at any time go back to the lonely caves area. However, if you want to be alone on a different map, you can make your own map, or you can download a custom map which will have fewer members online than the average public map. I don't suppose it would be necessary though to be alone for long though, besides to get a hand of the controls. (E=fly if you have wings, r/f=rise/fall works for flying or swimming, spacebar=jump)