You choose to instead walk towards the plume of smoke.
While the plume is still a good distance away, it shouldn't take too long to reach it.
There's still that cave, but you chose to proceed to the plume of smoke, so you might as well follow through with it. You continue to walk northeast.
Current Stats;
Hp: 10.
Nonlethal Hp: 10.
Mp: ???.
Str: 10.
Dex: 12.
Con: 12.
Int: 10.
Wis: 10.
Cha: 10.
Sp: 15.
Status Ailments: None.
Current Weapon: none.
Direction: Northeast.