the next expansion prediction`

[Enkidoh]

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

Nope, Hydaelyn is the actual name of the actual world/planet - Eorzea is just a 'realm', or section of that world, which indeed encompasses the continent of Aldenard and the smaller island of Vylbrand. Unfortunately the two are easily confused especially when npcs are constantly referring to Eorzea in indeed more of a 'world' context, but it wouldn't be the first time that has happened in a FF game (*cough* Ivalice *cough cough*).