J.R.
Great responses here already. My youngest daughter was like this. Started walking out the door around 18 mos of age to take herself to the park. I got the video camera ready one day and waited so I could prove it to my husband. She walked all the way to the neighborhood park without looking back even once. There was absolutely no reasoning at that age. So we installed those little flip locks high up on all the doors she could walk out. She's still an outdoors kind of girl and only comes in to get a drink, eat dinner and go to bed.
It's important to inform the young ones of all the possible dangers, but I definitely recommend the locks, because you're ultimately responsible if something amiss happens. And they lack the impulse control to obey all the rules when fun is on the horizon.
Good luck!
Jennifer