The entire World is a giant infinite ocean with specks of continents. Each continent is a collection of islands. Islands range in sizes from countries to small towns. Between continents are gaps of oceans that would take centuries to traverse.
Near the center of each continent, standing atop the water, there stands an Obelisk that reaches the sky. These obelisks are made of obsidian and have a reflective surface with glyphs inscribed on them. Nothing really seems to damage them. And no one has had a good reason to damage them.
Each obelisk connects to nearby obelisks and acts as a portal between them to allow fast travel and communication.
They are generally believed to be built by the Protheans - a civilization that came before us and died out millions of years ago.
The current center of the World is believed to be the Citadel.