This week, Famitsu released a full, official map of the land of Eorzea.  Limsa Lominsa, where alpha testers have been spending their time, is visible near the bottom left.  The port city is situated next to a big island, which cuts it off from the rest of the main continent.  Perhaps this is why it was chosen to host the initial alpha testing; a natural barrier of water keeps players confined, which negates the need to manually construct obstacles.

On the mainland, Ul'dah is in the desert to the south, and Gridinia is nestled within forests mid-continent.  However, there seems to be another large city, in the Aldenard Mountains - Ishgard.  The starting cities have already been decided, but could this city in the mountains serve as a "Jeuno" i.e. central hub of activity in Eorzea?

At the top left, shrouded in clouds, is the Garlean Empire.  We still do not know much about them, but have been lead to believe they will one of the main antagonists of the story as they attempt to conquer Eorzea.

Perhaps an update on the official FFXIV site will make things a little clearer.  In the meantime, feel free to check out the above map and discuss your own findings on the ZAM Forums!