When a new character reaches level 10 while still in the wailing prison then they can leave and join a campaign. The option is also listed to navigate to a friend and guildmate which would also leave the prison. If the tutorial is not skipped then collecting the first Skyshard in the game is at the end of the tutorial. Skipping will mean you already have it. Leaving the wailing prison early means never being able to complete the tutotial quest and never being able to obtain the first Skyshard. It would seem sensible that all means of navigating out of the wailing prison should be suppressed until the tutorial is complete. Otherwise leaving should complete the rest of the tutorial, picking up the Skyshard. It should not be possible to leave the initial quest uncompletable and first skyshard unobtainable.