When you save Imoen you will not be able to return to the mainland straightaway. Depending on a certain choice you will make, you will either go straight to the Underdark, or you will go there after a sidetrip to the Sahuagin Underwater City. The Underdark is pretty tough, but by the time you've gone through the Asylum and the Sahuagin City you can probably handle it. I'd say don't worry about doing mainland quests until you're party's up to it, but dive straight in! From a roleplaying view it's also not very likely that you would waste one minute when it comes to rescuing your best friend whom you grew up with.
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