I've noticed that sometimes Storms appear right in front of my ship giving me no chance to avoid them most of the time I get sent to the sea i.e. avoiding the storm but sometimes it sends me into the middle of it, also going into a battle while under white clouds has given me a storm, and at other times the storm clouds can be very hard to see (I keep on seeing storms that aren't actually there hehe), they are only really a problem at the start of the game when ship hull strenght is low and before the storm ability, but as has been said I sometimes stay in a storm to get xp for my officers once I'm able to survive them the shared xp ability is great in these cases.
What I tend to do is go through the oxbay dungeon a few times before I even think about boarding my ship, alot of xp and equipment in there I like to have the proffesional fencer ability before I start as in my opinion melee is one of the most important skills to have, after getting that I make a save at the end of the dock go to my ship and usually (if theres no pirate ships close by) I can go straight to the world map and cause the oxbay invasion movie to start (the french blockade should be neutral until the movie has appeared).
It's just as easy to choose the storm ability or whatever first, I suppose it would be possible to level up just using the dungeon and getting whatever skills you need, If you had the patience for this, I don't hehe, getting level 4 and proffesional fencer is about all I'm prepared to do on dry land before the lure of the sea takes hold.