the next expansion prediction`

[Nalien]

I thought Eorzea was the entire world and Aldernard was the continent

Nope.

Eorzea is the western most continent

Nope, Eorzea is more "central" if anything. Mamool Ja came from a continent to the west (the new world), Garlemald is northeast, Thavnaria (which seems to be an island, rather than continent) off to the east, Sharlayan (another island, not to be confused with the city in Dravania) to the north, and Meracydia to the south.

Anyway, I doubt we'll be seeing Doma, considering that it was apparently razed to the ground by the empire. As for where I'd like to visit next... Finish up Eorzea before moving out, I say... Lets see Paglth'an, Xelphatol, and the northern half of Vylbrand (so Mount O'ghomoro), lets see the Far Reach and Yafaem Saltmoor. Finish the current map before giving us a whole new one...

Beyond that though, Thavnairia has been kicking around since 2.0, being somewhat of a big part of the Relic questline. The recent Alchemist questline also involved a Thavnairian Alchemist called Waoud, who might sound familiar to anyone who play Final Fantasy XI and unlocked Blue Mage, hint-hint nudge-nudge.

I think, if I'm not mistaken, Hydaelyn is the world, Eorzea is a continent and so is Aldenard.

IIRC, Aldenard is the continent, Eorzea is the region. Vylbrand (Limsa) is a separate island to Aldenard, but Vylbrand is still part of Eorzea.