The Material Plane
The Material Plane is where campaigns are usually set. It's made out of many different worlds.
Aerth
Aerth is where this story began. It's roughly shaped like planet earth, except that it's a bit smaller. One of the locations on Aerth is the town of Solitude, where you set off for the planes.
Krynn
Krynn is a distant world of dragons and lances. That is, it's where the Dragonlance books are set. Hav'run Thain, the minotaur guildmaster of the Planewalker's Guild, is from there.
The Heroic Domains of Ysgard
This is the Chaotic Good/Chaotic Neutral outer plane. Many gods hold their domains here, including the Norse gods.
The Gates of the Moon
The Gates of the Moon is the divine realm of Selûne, the godess of the moon. At the center of it is a great temple which houses the bottom of the Infinite Staircase.
The Infinite Staircase
The Infinite Staircase is a cosmos-spanning and chaotic staircase which connects the planes and worlds via its many doors and landings. The caretakers of the Infinite Staircase are the serpentlike Lillendi.
The Blue Mushroom Zone
The Blue Mushroom Zone is one particular segment of the Infinite Staircase. It's defined by the blue-capped mushrooms that grow there. You fought the demon Gerrzog there and saved Oriam.
The Planewalker's Guild
A sizeable town has sprung up around the Planewalker's Guild on the Infinite Staircase. There, you can find most standard ameneties, with many surprising planar oddities too.