I found it very easy to move to the second zone and then get trapped there with no way to go back. You should at least be able to return to the starting zone without having to reset the game!
When you say “second zone,” are you talking about the region? Johto? You should be able to go back to the old one without any problems. If you're talking about the floor levels, it's the same thing: the arrows let you go back. Otherwise, I don't understand what you're talking about. You can come and tell us more on Discord if you want ;)