The "Go West" hint is kind of confusing.
There's no known wild west on Hydaelyn, so it shouldn't be anything with a Western-theme.
The New World is west of Aldenard but we only have 1 New World pants item, which is still pretty expensive on some servers...
The places in Eorzea that we know of that are in the west are Old Sharlayan (which is a separate island farther from Eorzea), New Sharlayan (in Dravania), and Vylbrand (La Noscea, Limsa Lominsa, etc).
Maybe it's referring to the Doman refuges who came to Eorzea (i.e. they went West)? With the ring-slot hint from last week apparently being a reference to Haurchefant and only having rings that can only be found in two dungeons at the only acceptable options, we just can't really know. =A=
Then someone else suggested maybe it's in reference to the story "Journey to the West", which the Eastern Traveling set is based on.