It’s unusual for a D&D campaign to take place in on location. Most adventures involve extensive travel and exploration. The heroes go out, adventure, kills some monsters, find some treasure, and then return home to spend their hard earned cash and brag about their accomplishments. As the PCs get more powerful they will usually venture farther out and fight tougher monsters, but inevitably they return home.
In most established campaign setting there are very few areas of the world map that are considered to be untamed or unexplored. The likelihood of the PCs finding someplace that is truly the frontier of society is extremely rare in most campaigns. By the time the heroes started their adventuring career everything had already been discovered. Sure some civilizations might have fallen and their runes are now a place of great mystery, but the idea of going someplace and finding something truly new (at least to the PCs in your campaign) is pretty much revolutionary. And you know what, that really sucks for the players. After all, trailblazing the wild frontier is a thrilling adventure in itself and can add considerable depth to any campaign.
This kind of adventure has nothing but potential. Think about it, in a campaign setting where vast expanses of the world are completely unknown the PCs will face danger and adventure with every single step they take. Getting there will be half the fun for the first time in a very long time. Random encounters will become the norm since they really have no clue what the standards are in a wild and untamed land.