I've long been fascinated by questions of scale when it comes to homebrewing. If you look at settings like the Forgotten Realms, it's (depending on which version of them map you use) between the size of the entire North American continent and the entire African continent.
Then again, Robin Hood, one of my favorite movies of all time (the Errol Flynn version) and one of my favorite stories in general of all time (a close second would be Ivanhoe, which utilizes some of the same characters, and is set in the exact same time and place) takes place just in England, which is smaller than the US state of Alabama. And it only takes place in a few nearby locations in England for that matter; Nottinghamshire is smaller than the state of Rhode Island.
So gigantic campaign settings aren't really necessary. I tend to think that a functional maximum size for an explored and explorable area is about the size of Greenland, but of course, that's not a great point of reference even if it is a good sample, because most of Greenland is covered by glaciers, and so nobody goes there nor could they. If you think about the notion that Greenland covers about as much square mileage as Texas, New Mexico, Utah, Colorado, Wyoming, and Arizona, you notice that that's a pretty darn big area, with a lot of different ecologies, cultures, and more. More than enough for any campaign setting to cover, anyway. And it's only a fraction (about 8.4% to be specific) of the total area of North America, which is on the small side of an estimate for the Forgotten Realms' area.
I've also been curious about how they've done it in Red Dead Redemption 2, which is meant to convey some of the vastness of America, but it's extremely compressed. If you wanted to, you could get on your horse and gallop for about ten or fifteen minutes and have gone from somewhere in Arizona to Yellowstone, to western Appalachian Pennsylvannia, down through the mountains to New Orleans, through the plantation Deep South, back up to western Kansas or Nebraska, and from there through west Texas, and arrive back somewhere in the Joshua Tree bearing region of southern California, bordering on the same Grand Canyon scenery that you left fifteen minutes ago. And while computer game players might think that just galloping around for fifteen minutes is frustrating (and it is; I wish there were more and better fast travel options in Red Dead 2) the idea that you can gallop the circumference (more or less) of a nation in ten or fifteen minutes certainly doesn't make it seem very big.
But computer games are one thing; for fiction and RPGs you can do the Raiders of the Lost Ark style red line travel, or compress and even delete as much of the travel dreariness as you like, whereas for computer games the best option is probably to offer a few fast travel options, but also just to compress the setting significantly so that you can gallop around, and it feels big, but it isn't really.
Anyway, I guess my real point is that big campaign settings are actually kind of pointless, unless you're trying to be all things to all people and offer lots of options for people to explore. A small area the size of an English Shire or an American county is more than sufficient to provide a lifetime of adventure if you make it adventurous enough. We just tend not to think so because the English and American countrysides have been pretty well-tamed for generations now. But put a tyrant like the Sheriff of Nottingham in, and fill the place up with a few old haunted manors, dangerous wild animals, bandits or highwaymen, and a the judicious use of a few cool monsters, and you can go level after level without ever leaving a pretty geographically constrained area.
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