Not to worry, Cragmaw (Keep) Castle isn't the end of the adventure - it's where you find
Gundren and the map to the final location.
It triggers the end game but it isn't the end game. It is the first real step on the way to the final destination -
Wave Echo Cave.
Since you've completed the first session I'd wager that you're dealing with the goblin named Yeemik (or one of his unnamed pals) in Cragmaw Hideout. Yeemik giving them this information doesn't necessarily mean they'll run straight there!
Based on the adventure as written, it expects the party to be at third level when they arrive at Cragmaw Castle so it would be a difficult fight for a party of lower level. But that doesn't mean they can't or shouldn't do it! It could be a triumphant win or a devastating defeat.
In my experience, players are prone to rush into whatever plot hook has most recently been offered to them when they aren't sure what else they should do.
So, show them what options they have while letting them feel like they are in control of their destiny:
Allow the party to head for Cragmaw Castle
Danger lurks along the Triboar Trail...
Yeemik just wants to get out of this situation alive, preferably without disclosing the actual location of his friends and comrades.
- Send them on a wild goose chase! Yeemik (the goblin) only has very vague knowledge of where Cragmaw Castle is, he is not as reliable an information source as the party may expect! He could send them into an ambush or just completely the wrong place.
- Require a guide - Yeemik (the goblin) insists on going with them as a guide and then have him escape during the travel!
- If Yeemik betrays them, have him reappear later in the adventure - he's now a minor villain who they have a vested interest in punishing.
Gently nudge them in the direction you'd like them to go using Sildar Hallwinter
Sildar can provide a more measured and logical reaction to this information. He has his own attachments to Gundren and his own business in Phandalin.
- Sildar wants to go to Phandalin because he has business to attend to for the Lord's Alliance - in the text it says he will offer the characters 50GP to accompany him back. It's on the way to Cragmaw Castle (sort of, but not really) so only a minor detour - it could be an easy sell!
- Sildar suggests they go Phandalin and regroup, rest up and gather supplies and then they can head to Cragmaw Castle. Sildar wants to see Gundren alive as much as anyone else, they should trust his judgement.
- If they go with him to Phandalin, give them a reason to stay! You could immediately introduce the Redbrands either by a direct encounter or some sort of emotional plea from the townsfolk.
- If they refuse, Sildar goes on his own and can be a little less friendly next time they see him - or will refuse to help them in future.
Scale the Cragmaw Castle encounter slightly
It can still be hard without being deadly.
- Reduce the number of opponents by one or two per room. Adjust this on the fly.
Don't include the returning warband unless the characters have triumphed by a landslide.