Final Fantasy XI is encouraging players to go west. Specifically, it's encouraging players to head west of the game's familiar continents to the city of Adoulin in the appropriately titled Seekers of Adoulin expansion. So it's probably in the best interests of players to know more about what Adoulin is all about, something that the most recent post on the official site discusses in depth.
Adoulin as a name refers to both the city, more properly called the Sacred City of Adoulin, and the archipelago surrounding the main city. The city itself was originally the lynchpin of colonization efforts, but when attempts to colonize the main continent of Ulbuka were aborted two hundred years ago, the nation underwent several drastic changes to adapt to reduced living space and a need for mercantile expansion.
Now the colonization is starting up again, something that will most likely serve as the main source of conflict within the expansion proper. For more details, including racial demographics and a preview of some of the major sights in the city, take a look at the full rundown.