In Eorzea there are three main cities spread out across the land where you can find Guilds which allow you to take on missions.

UL'DAH

Ul'dah is a city located in the middle of a desert. Not much else is known at the current time.

GRIDANIA

Gridania is a city located in the middle of a forest (much like Eruyt Village in Final Fantasy XII). Not much else is known at the current time.

LIMSA-LOMINSA

Limsa-Laminsa is a great marine-city located on countless tiny little islands, all connected by great ivory bridges and sits on top of the Rhotano Sea.

It is said that this city was started by remnants of a giant armada, the sailors then started to build the city with what was left of their vessels thus creating Limsa-Lominsa or as bards have come to know it as the "Navigator's Veil".

Although with all the beauty comes pirates who sail the nearby seas.