The World appears to be the end-cap of a cylinder surrounded by a noxious yellow gas. The southernmost boundary is known to be across a strip of desert south of the Empire of Vond, the southernmost of the Small Kingdoms. The western edge of the habitable world is at sea where many sailors have seen it, though it passes close enough that it can be seen from the western shore of Tintallion's Isle. The other two edges are theorized, one far to the north (far beyond Aldagmor) and one to the east past the desolation of the Great Eastern and Northern Deserts left from the destruction of the Northern Empire and General Terrek's Eastern Command at the end of the Great War.
The majority of the landmass, and well over half the population of the world, are in the Hegemony of the Three Ethshars. The total population of the World is somewhere just over fifteen million; eight million of those in the Hegemony. 
Ethsharitic cosmology only admits to the existence of three places--the World, Heaven, and the Nethervoid--so they don't need distinctive names. Stars are believed to be holes in the floor of Heaven, where the light of the gods shines through. The Nethervoid, also called Hell, is assumed to lie somewhere beneath the World. Obviously the worlds wizards reach by way of high-order magic like the Transporting Tapestry indicates that the cosmos is a little more complex than that, however.
The moons are called the greater moon and the lesser moon, or sometimes referred to by their colors, orange and pink; the third moon that's sometimes mentioned is a legend, and if it ever existed it's long gone.