The Sunset Sea is the great, unexplored ocean lying to the west of Westeros. Numerous explorers have sailed into the Sunset Sea searching for new lands, but save a for few small islands located west of the Iron Islands, nothing substantial has been found (or at least no explorers have returned home alive to talk about it).
Arya fulfills her desire and sails into the west.
In the books
In the A Song of Ice and Fire novels, the Sunset Sea is considered vast and uncrossable, and very little is known about what lies beyond it. Stories told among the ironborn claim that sea dragons dwell beneath the waves, and one story told by the priests of the Drowned god claim that the ironborn themselves first emerged from beneath the Sunset Sea (though the latter is considered dubious, even among most ironborn).
The World of Ice and Fire sourcebook mentions that there is a small cluster of islands located 8 days sail northwest of the main Iron Islands chain, ruled by House Farwynd. A lighthouse known as the Lonely Light serves as the Farwynds' keep and provides guidance for any ships in the area. The sourcebook also mentions that Rhaenys Targaryen once dreamed of flying her dragon Meraxes as far across the Sunset Sea as she could go.
The most famous explorer of the Sunset Sea was King Brandon Stark (the unknown number of his line), who sailed west with the most of the Northern fleet to find new lands and was never seen again. His son, Brandon the Burner, burned the remaining ships in grief and fury. The North has had no significant strength at sea since this time.
Seas of the Known World
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