In the beginning of the game, it is most likely that your territories are going to be spread apart. If you're fortunate enough they will be closely together and you'll be able to connect and maximize your dice output.
If you happen to be most unfortunate and some or just one of your territories is outside your main cluster then you'll need to take in some considerations.
[In the shortest route possible] How many territories away is it?
What territories block me from connecting?
What die number is the territory that I wish to connect to my main cluster?
If the shortest distance is perhaps 1, the territory blocking from you connecting is perhaps a 5, and the number that is outside of the cluster is a 6, and the number inside the cluster is a 5. Since you would be attacking the 5 with an equal chance, it's most likely not worth it because you are
A) Putting yourself on equal terms with the opposition
B) Connecting from your main cluster
Why is connecting from your main cluster bad you may say? Think about this: if you're attacking from outside of the main cluster, connecting will leave a 1 at the end of your turn on the outside, while if you attack from the inside you'll leave a 1 between the place you connected to and your main cluster. If someone takes the opportunity to split your dice output, you will need to connect again and have another 1 that is open for them to take again.
If a territory is 2 away, stay advised to use the outside territory to connect to the cluster, not using your inside territories.
If a territory is 8, it is not needed to connect this to your cluster.