The answer to this is not given very clearly, but it can be found on p. 339 of Guns, Germs, and Steel. The answer is that the Austronesians who first left the Asian mainland appear to have gone to the island of Taiwan.
According to Diamond, the way that we can know this is mainly through the dispersion of languages. There are four sub-families of the Austronesian language family. Of those four, three were spoken by natives of Taiwan. Diamond says that this shows that Austronesian languages have been spoken there the longest. They have had the longest time to change and diverge. If the languages on Taiwan have had the longest time to evolve and diverge, this means that Austronesians have been on Taiwan longer than they have been anywhere else.
For this reason, we believe that the Austronesians went first to Taiwan after leaving the Asian mainland.