The world map is where you'll travel between locations, manage your party, and advance the story. Locations are represented by icons, and you move between them by selecting adjacent points. Some locations are towns where you can buy equipment, recruit new units, and visit the tavern for rumors and propositions. Other locations are battlefields.
Random encounters can occur when moving between certain points on the map. These are excellent opportunities to gain experience, JP, and gil. However, be prepared, as some random encounters can be surprisingly tough. Always save before embarking on a long journey across the map.