Westeros. The 7 Kingdoms, etc.

I mean, that's what its called. Well, that's what the mainland is called, not the part Dany's on.

I'm about to watch it, apparently fans of the book are upset that they're not showing Ghost with Jon up at the wall. Which leads me back to the idea that they're having problems with the direwolves, like if they don't show him for a few episodes but eventually do and he's much bigger it will make more sense. Who knows.