Múspell and Nifl are the realms of fire and ice, respectively. They were at war until recently, when the royal families destroyed one another. Niðavellir is the realm of the dwarves; they are ruled over by their king, Fáfnir. Their kingdom creates technology unlike anything anyone else has ever seen. Hel is the realm of the dead, ruled over by the queen of the same name; she oversees and holds dominion over all who pass away. Asgard is home of Alfaðör, the creator. Midgard is where the humans reside.

[Aaaaand we have no information in FEH about Jotunheim or Vanaheim yet, but rest assured she would tell him if any of us knew.]

I have not personally seen all of these places, but I know them to exist.