I would definitely start with a local, low level dressage competition. Being a fairly fresh ottb, you odn't want to blow her brain. At the moment, she is under the impression that going out anywhere, means she has to get excited and run really fast.
I'd be taking her anywhere and everywhere, in a controlled environment. Take her to friend's places, to a trainers place etc. and just ride her until she thinks that going out is boring and nothing to get worked up about.
The last think you want to do, is take her out, have her go off her rocker, and end up giving both of you a bad first experience.
I'd also be really focussing on her flat work- if her canter work isn't great I wouldn't even contemplate jumping her. Get the flat work very strong, then start jumping her. Otherwise you end up with a horse who's confidence gets hammered becase they're not balanced and strong enough to cope with the demands you are placing on them, which also fries their brain.