PCs going from the hideout to Cragmaw Castle?

My PCs captured and interoagated a goblin in the hideout, finding out the location of Cragmaw Castle.

They are level three, how bad would it be if they went straight to the Castle to deal with them in hopes of finding Gundren?

I just don't understand why they would go to Phandelin, and so half a dozen random quests, taking up weeks of time, while their friend Gundren is captured.

Edit:thanks for your input. I retconned them going up to level three. It was no big deal because it happened at the very end of last session. And now I put them onto the Redbrands, where they'll level up to level three afterwards, or maybe during.