To bath just go to the edges of any body of water and press z to interact and the option to bath should appear, note you have to be standing on the edge if you start swing you have gone to far as the option won't appear while swimming
To get to different areas you need to run/walk to the edge of we area, not swim, and there you should see a ( ? ) pop up , I played on pc so I pressed z to go to the next area, note the ( ? ) doesn't always show and sometimes the ( ? ) appears a step or 2 before you reach the edge of the area so as soon as you see ( ? ) press the z and you should go to the next area