set off on

set off on something

to begin on a journey or expedition. When do you plan to set off on your journey? We will set off on our adventure tomorrow morning.
See also: off, on, set
References in classic literature ?
Fontenelle having now delivered his supplies and accomplished his errand, struck his tents and set off on his return to the Yellowstone.
When she grew up, she was betrothed to a prince who lived a great way off; and as the time drew near for her to be married, she got ready to set off on her journey to his country.
Then they all took a sorrowful leave of the princess; and she put the lock of hair into her bosom, got upon her horse, and set off on her journey to her bridegroom's kingdom.
On the day before Christmas, Jake packed the things we were sending to the Shimerdas in his saddle-bags and set off on grandfather's grey gelding.