[quote=Baklava]
Would I be correct in assuming the Rito have their own sort of mountain/holy city where Valoo the Dragon resides? Considering that's the only way they're supposedly able to get their wings.
[/quote]

It would be incorrect. Valoo was more of a Guardian Spirit, meaning he is capable of death. However, I prefer you just start in the city region. Most everyone is starting there due to "expedition.". 

In short, Dragoon Roost island might be considered holy ground. But if you character has been or started there, then why go into immersion of it?