"The vast realm of Eorzea, comprising the continent of Aldenard and its outlying islands, has seen the rise of a civlization with peoples as diverse as its environs. Throughout its history, the landscape has played home to a number of city-states—the tenuous relations among them fluctuating between friendly and hostile.

The pantheon of the Twelve is followed devoutly by most, and doctrine holds that the past wars of the realm were the wars of the heavens, with the gods and goddesses laying their favor with nations to champion them. In this way, war spread throughout the realm, discouraging unity and peace.

As a result, years passed without the lay of the land and its borders ever being mapped in their entirety. It was not until some 70 years ago, when an intrepid soul set out to wander the land, at great peril to himself, that the first map of Eorzea was completed.

Since then, the original rendering has been amended and improved by others, and the form it takes today is used by adventurers across the realm as an indispensable guide on their travel"

From the official FFXIV site. So Eorzea isn't a continent.

(Disclaimer: While I am confident in reading Eorzean, some words may be wrong. I gain this information from the map and other general knowledge from in-game.)

The 'realm' of Eorzea then, not country, covers the continent Aldenard, extending a bit over sea over to the island of Vylbrand, and is bounded west, south and east by bodies of water. On the west, the Indigo Deep; south-west, the Rhotano Sea; south-east, the Sea of Ash; and east, the Sea of Jade. As of now, the north has no boundary that has been labelled, though the Abalathia's Spine can bear some semblance to a geographical 'boundary', as the Far Reach doesn't seem like much as of now (the area to the north of Dravania). And to the north-east, the Garlean Empire looms....

Aside from La Noscea (city state of Limsa Lominsa), Thanalan (city state of Ul'dah), Black Shroud (city state of Gridania), Coerthas (city state of Ishgard) and Mor Dhona, Eorzea seems also to cover the currently inexplorable regions of Dravania (presumed city state of Sharlayan), Xelphatol and Gyr Abania (presumed city state of Ala Mhigo), the latter which has fallen under Garlean control.

Aldenard bears a slight resemblance to how Africa actually looks, thinking about it now. o.o