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Overview

Gaia is the main setting of Squaresoft's Final Fantasy IX. It is separated into four continents: Mist, Outer, Forgotten and Lost.  
The majority of Gaia's population live in the Mist Continent, named so due to the large layer of mist that covers it, however, a small number of the population also inhabit the other three continents, although these are uncharted territory for most people that live in the Mist Continent, with some not even being aware of their existance. The Mist Continent is divided up into four major powers: Alexandria, Lindblum, Burmecia and Cleyra, which are all separated by large mountain ranges.
The Outer Continent is not covered by Mist, though it is ironically the home of the source of the Mist, the Iifa Tree. It is also home to Kuja, unusual Dwarves in Conde Petie, and the self-aware Black Mages. There are several surrounding islands, and one that is connected is the home of Eiko, once the home of all the Summoners. The continent is somewhat like a desert, though there is a lot more vegetation (namely the forest hiding the Black Mage Village), and numerous mountain ranges. A nearby island contains the highest point in Gaia.
The Forgotten Continent is the least inhabited, and is also not covered in Mist. It is mostly home to ancient structures, like Ipsen's Castle and the Wind Shrine. Like the Outer Continent, there are several adjoining islands, and there is also the string of islands containing another Qu's Marsh and Daguerro directly to the south. The continent is just a big barren wasteland, full of large canyons and gullies, and virtually no grass or green vegetation.
Lastly is the Lost Continent, which is a small, snow-covered, mountainous continent, located in the northwest corner of the world, latitudinal to the Outer Continent. It contains the only volcano in the planet, which is also the Fire Shrine. There is also a small religious settlement of people who worship the neighboring island of The Shimmering Isle, called Esto Gaza. It is connected to a large network of tunnels inside Mt. Gulug, where a race of mole miners once lived. The Shimmering Isle (southeast of the continent) is of major significance to the story, as it is the mysterious pathway to Terra. Upon return after Terra's destruction, The Shimmering Isle has disappeared, leaving an open water area where you can get Zidane's ultimate weapon via Chocobo.
 
Besides the continents, there is also a small island, unlocatable on the world map. It is located right at the apex of all the corners of the map, so any of them will lead you to it. On this small island is the entrance to Chocobo's Paradise, where you can ultimately leave Choco after finishing the entire Chocobo Hunting side-quest.

The technology present in Gaia is similar to that of medieval times, as the population relies on hydropower and wind power. However, they also learn to harness the mist that covers the Mist Continent to power more advanced engines, such as ones found on airships, which explains the reason for the other 3 continents being uncharted territory for most people, as mist does not exist on the other 3 continents, so airships cannot travel there.

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