You start from Skyward Reach. Going from there to the Arid Sea will not be easy... you'll need to sneak around a bit and try to avoid the Hydras. Anything more than three sitting together, avoid it. You'll probably need to make large detours too.
As Vermilion said, you need to find this little mountain where a huge statue of a warrior woman stand. From that little mountain, you move up to the larger one. Then hit alt and find that serpent.