Spira is the name of the entire world in Final Fantasy X. This is similar to the name given to the world in Final Fantasy VII, Gaia, or the names given to the worlds in Final Fantasy IX, Gaia and Terra.
Refer to the main Locations section for a full list of the locations that you can visit throughout the game. This game does not feature an overworld like in previous games in the series so you must use the NavMap on the Airship in order to get around.