Let's say I'm a decently rich Israeli (~90th percentile for wealth), maybe a recently converted Christian who wants to escape the persecution of the Empire and spread Christianity to the peoples of the Far East. What would be the most practical of methods for me to get to somewhere like Han Dynasty China or one of the Indian kingdoms? Would it be better to sail there from the coastlines of the Arabian Peninsula/the Red Sea? Would it be best to travel via camel caravan or something of that nature? What would my travels be like? Would there be any semblance of the Silk Road that long before it was actually a thing? How long would my travels take?
So, as your travel agent, my recommendation would be to take one of the caravans down from Gaza through the Hijaz along the Red Sea coast to Yemen. (You could also travel by boat, but the sea is full of reefs and it can be slow going without an expert pilot). You’ll experience the lush pine forested highlands of Arabia Felix, marvel at the multistoried mud brick structures of the mountain settlements, and maybe munch on the magical red beans that are reputed to make goats dance.
Once down on the sea, you’ll travel by boat along the coast northeast toward ‘Uman, hug the coast over to Baluchistan, and we’ll bring you around to one of the major port cities on the Indian subcontinent.
Now, we could also send you east from Damascus to the Euphrates valley, and the follow the Fertile Crescent around into Sassanian Persia, but we don’t always get along with them and you might not be well received. As a resident of Judaea, though, you might want to visit the large Jewish community in Mesopotamia. We’d bring you down to the Persian Gulf, and you’d travel by ship over to India as above.
Now, in India you can stick to the sea, join the foot traffic on the roads, or perhaps even ride an animal if you’re wealthy enough. Over on the east side of the subcontinent, you can pick up yet more boats and hug the coast on over to the spice islands and what is now Thailand.
Sea travel is faster and safer than land travel, given the highwaymen and uncertainty of road travel once you get past Persia. Remember, ‘India’ is a region of independent kingdoms that don’t always get along, rather than a single country.
You could, in theory, make it as far as China, certainly. The trip would take probably a couple of years, and you’d also need to be somewhat focused on China as your destination. The Romans and Chinese were aware of each other, although most trade was handled by sending goods with caravans making the next leg of the journey—most travelers didn’t go all the way back and forth between them.
Peter Frankopan’s book The Silk Roads is really good at describing the cross currents and connections that went back and forth. I give it to my students the first week of my Middle East history survey because I think it does a good job of explaining how the world worked and who the major players were before we get into the rise of Islam. It’s also very readable for a book written by an academic!