The Pandavas reach the Mahendra mountain

The Pandavas left the hermitage of Kasyapa and, travelling along the Ganga, reached the land of Kalinga by the sea shore. Sage Lomasa continued telling the Pandavas the importance of each place they passed through. The sage, next, took Yudhishthira and his brothers to the mountain with the name, Mahendra. The Pandavas met a sage by name Akrutavrana who was a disciple of the great sage, Parasurama. It is believed that Parasurama, son of Jamadagni, was immortal and appeared before meditating sages once every fortnight at that place.

From the description in the Mahabharata we infer that the Pandavas first travelled east and reached Kalinga which is the present day Orissa. They must have travelled westward from there to reach the river Narmada (in present day Gujarat) where Jamadagni had his hermitage.
Yudhishthira wanted to hear the famous story of Parasurama from his direct disciple, Akrutavrana. We go through the story as told by the sage, in www.kunjunny.blogspot.com