I believe the best path is:
Ashtera -> Yalen -> Nocverchis -> Eldrien -> Fernia -> Dir-Klou -> Necrosia.
Technically it doesn't matter if you do Nocverchis or Eldrien first; you won't have battles where the units you unlock there are better till you reach Zone 2. Also, I noticed that if you go to Eldrien after Nocverchis the map still allows you to go to Necrosia; despite not being neighboring nations. I don't think that was supposed to be possible; weird.
If you go to Necrosia first in Zone 2, you can only go to Dir-Klou next; and same if you go to Fernia first. But you MUST go to Fernia first; or you'll miss one of the side events involving Atzi:
Pasted from the Walkthrough:
"Fishing with Atzi: The event triggers when you meet ALL the next requirements.
-Be in Dir-Klou.
-Reach level 5 of affection with her.
-At least 6 days after the battle in Dir-klou.
-After this, she will be outside her tent (bottom right part of the camp). Click on her to trigger the event."
You meet Atzi in Fernia; and you cannot return to a previous nation at all. So if you go to Dir-Klou before Fernia, you'll miss the event. You won't miss anything if you leave Necrosia for after Dir-Klou.
The only thing about doing that is: If you want to choose the second option on Yraselle's second date; to speak with The Night Queen; you'll have to leave her at level 6 and hold off from doing Date 2 till you recruit The Night Queen. Otherwise, Dynae is your only option on Date 2.
Pasted from the Walkthrough:
"Date 2 : Choose talk with Dynae or with the Night Queen (if available).
Once you choose one of these options, you can’t change your decision, so you can’t redo dates 1 and 2 with her. If you choose the Night Queen, Yraselle will change her hairstyle and hair color, and she’ll wear a dark staff."
Hope this helps! ;)