Westeros is a world roughly equivalent in size to South America. The northern lands of Westeros are less densely populated than the southern lands despite their roughly equivalent size, and much of the far North remains unmapped. This is due in large part to the extreme cold and the presence of hostiles known as wildlings that inhabit the region.
Westeros was originally divided into several independent kingdoms. But in the War of Conquest, these various kingdoms were united under the rule of House Targaryen into what is known as the Seven Kingdoms. House Targaryen divided the Seven Kingdoms into four principal regions - North, South, East, and West - and named one of its bannermen as the Wardens and Lord Protectors of each; House Stark the North, House Tyrell the South, House Arryn the East, and House Lannister the West. The five major cities of Westeros are, in order of size: King's Landing, Oldtown, Lannisport, Gulltown, and White Harbour.
Two other continents share the world in which Westeros resides: The continent of Sothoryos, about which little is known, lies to the South, and a vast, unnamed continent lies to the East, across the narrow sea. The closest foreign nations to Westeros are the Free Cities, a collection of independent city-states along the western edge of the eastern continent. The lands along the southern coastline of the eastern continent, collectively called the Lands of the Summer Sea, include Ghis and the ruins of Valyria, the former home of Westeros' Targaryen kings.