Through the Natural Gateway

Worlds having lots of water, such as oceans have areas where the waters are treacherous to navigate. One bad place on Earth is south of South America. the Straits of Gibraltar provide a way through. Well on Middle Earth there are oceans of water as well, but to navigate past the worst of them, there may be a strait that has a land bridge through which they can sail. It would be a natural gateway. So on the way to the 'Undying Lands' they go through that gate.