The world of Final Fantasy XI is known as "Vana'diel". It consists of two main landmasses and two smaller island flanking them, surrounded by small islands. It features diverse climates, ranging from the northern glaciers to the southern deserts.

The four main cities in Vana'diel are Bastok, San d'Oria, Windurst, and Jeuno. The expansion Treasures of Aht Urhgan added the large Aht Urhgan Whitegate/Al Zahbi city area. The rest of Vana'diel is made up of a number of outdoor, dungeon, and minor town areas split into various regions. While most areas are accessible by walking, various modes of transportation, ranging from the classic Final Fantasy chocobo and airships to special spells, facilitate movement across the game world.

There are currently eight major plotlines in Final Fantasy XI, including the San d'Oria Storyline, Bastok Storyline, Windurst Storyline, Zilart Storyline, Dynamis Storyline A, Dynamis Storyline B, Chains of Promathia Storyline, and the Treasures of Aht Urghan Storyline. The Dynamis storylines are unique in that the storyline progresses through clearing special Dynamis zones, not through completing missions as with the other storylines in the game. Dynamis zones represent alternate versions of areas found in the main game world, can be entered by up to 64 people at once, and have their own set of rules for loot gathering and monster claiming.

( Reference: http://www.playonline.com/ff11us/index.shtml )