In order to leap between the 'actual' world above and the underground Goblin world it is essential that you know how the fast travel system works in Young Souls. This How to Fast Travel guide will tell you everything you need to know.
In Young Souls there is usually no way in which you can transfer from the world above to the underground Goblin world without the use of fast travel. If you are playing on PlayStation 4 you need to press the 'Options' button on your controller, or 'Start' button if you are playing the game on Xbox One. This will bring up Young Souls' main menu which you can then toggle through the different areas by using your left and right triggers so that you get to the one that is devoted to fast travel. Once you have toggled to it, you will be able to choose the realm you wish to journey to.
Keep in mind that this fast travel feature in Young Souls is not available from the beginning of the game. It won't be until you have been playing for around an hour or so that it becomes obtainable. Once it does appear you will be able to fast travel between your home, city, the Goblin purchasing road, dungeons, and the Warp Gate whenever you want.
Take a look at our Beginner Tips and Tricks to get help in Young Souls.