I know this thread is like, five years old now, but I did wan to mention

I have made plenty of worlds, all with different names and reasons. The first was "Kinval" I just liked the name. It was very standard fantasy aside from it's technology being at a carolingian/post-roman empire period. Orcs, men, elves, goblins, very clear gods and demons, etc. The big twist at the end of the campaign I ran was that the gods were just as conniving and unpleasant as the demons and ended up trying to destroy their own messiahs (the players) when they got close to the truth. Anyhow, the name was a generic fantasy name, I am sorry to say.

My best world to date is "The World of Rat & Dragon" I'm the overauthor with a bunch of other friends all writing for charachters in a 14th century era fantasy realm more similar to the late middle ages. All magic extinct aside for a distaint continent that was closed off centuries ago, etc. The main story is a civil war in a sort of medieval britain based on the Wars of the Roses. Charachters on all four or so sides. Anyhow. The places in the setting were as follows

Saalim, or the Levenent was the desrt region, a continent south of the european type continent. The Levenant due to being influenced by The Crusades, it had a lot of Crusader expys, even a sacred city in it. The name "saalim" was actually my little cousin's name for his imaginary desert world filled with Bedouin stereotypes. While Saalim of the setting was far more like israel/iraq/turkey, it was still a middle eastern type zone.

The other area was "The Shadowplace" based off of my cousin's imaginary worlds again. That was their name for their mother's craft room where they couldn't play with their toy soldiers.

The final (primary) area was Norvath, which was named because it, being the europe type area was in the North. Other places within it included "The Thunderbow" with a lot of thunderstorms, the Huntlands, an area of forests, the Ironlands, an area of mineral rich mountains, Stormlane, called such because storms swept in form the sea frequently, and plenty more. There were 21 holds in all.