This is a hard one for me outside of the FF games there aren't many RPGs that have a world that resonated with me a lot. I was going to say Dragon Quest VIII, but I believe it's more of the art style that appeals to me than the world. I would have to give this to Kingdom Hearts and Dragon's Crown. Kingdom Hearts and Kingdom Hearts II have the most diverse locations in RPGs I've played and the Disney worlds mark back to nostalgia and my childhood. Dragon's Crowns environments are rich with color and textures that really hit with me.