The Living World consists out of different districts, which are divided in sectors. Gotham, for example, consists out of 8 sectors, which can be unlocked as you reach higher levels.
Each sector is filled with foes that need to be defeated in order to move deeper into Gotham's world.
Hold the location symbol in the task bar at the bottom down to switch between maps.
Click on a locked sector of your current map to see which available character shards you can get here and which landmarks you can unlock.