The world of Azeroth is comprised of three major continents, with a number of smaller islands scattered about them. Northrend is located in the north, Kalimdor in the west, and the Eastern Kingdoms (aka eastern continents) in the east. The Eastern Kingdoms are made up out of two large landmasses - the southern one includes Azeroth and Khaz Modan, and the northern land of Lordaeron. At one time, all of the three major continents were part of one large continent (known as Kalimdor), with a large magic lake known as the Well of Eternity in the center. When the well exploded at the conclusion of the War of the Ancients, this continent was shattered, leaving behind the continents and islands that exist today. The Forbidding Sea is the expanse of water to the east of the Eastern Kingdoms and the Veiled Sea sits west of Kalimdor. Between the continents lies the Great Sea, while at its center lies the Maelstrom — a massive chaotic whirlpool over the area where the Well of Eternity once stood. It's believed that a part of the Well still exists in the Rift at the bottom of the vortex.
The world of Azeroth also has lands located at the other side, beyond the Veiled Sea to the west of Kalimdor, and beyond the Forbidding Sea to the east of the Eastern Kingdoms. No one is sure or has knowledge of what kind of creatures, lands, cultures, life, and sentient being lives in the other side of Azeroth. It is clear though that it is very dangerous.