Hi!
Some lag does happen sometimes where you described it, this is mostly due to a lot of scripts being activated the first time you visit those zones, it should go away by the time you get to the Goblin village.
Though if this lag persists at the Goblin village then, have you tried re-downloading the game and re-installing? I had some reports of the download getting corrupted and some of the image files going missing or some zones plain outright crashing in the past. If your lag doesn't disappear after a few zone transitions then it is possible that some graphic is corrupt and is causing the lag.