Soft places (as called by Patrick, Sally Linsay's maternal grandfather) are locations that allow fast travel over multiple worlds at a time. Unlike regular stepping, however, stepping through soft may also move the stepper geographically on the world.
An experienced stepper like Sally can reach any destination in only three or four steps if the right conditions are met. An even more experienced stepper, like Sally's Granddad who refers to them as "fairy ways", can sense a soft place two miles off.
Stepping across a soft place is described as sharper than usual by Joshua, with a brief sensation of plummeting like in a water slide. The process also left Joshua colder as if it somehow absorbed energy.
It is revealed in The Long Mars that soft places also exist on Mars. It's through them that Sally brings back her father to Gap Mars. Sally describes the sensation of being close to a soft place as like a twisting.
She also revealed that the ability to travel through soft places was just a question of training and mental discipline and that people with higher intellect had more chances to master this talent.