So essentially, it's Great Britain, except "the size of South America," according to George R.R. Martin. Of course, if it's that big, then it doesn't really make sense how, say, Littlefinger can get from Winterfell to King's Landing over the time of just one episode, but what the hell, the show has dragons, I'm willing to overlook a few logistical details. For instance, everyone refers to Westeros as "the Seven Kingdoms" when the continent has at least nine distinct regions, so even the characters must be confused.
This is far from the most detailed map of Westeros on the internet, which goes to show just how insanely thorough Martin was in the creation of this world. Every city marked has its own long history in various "Song Of Ice & Fire" media, whether it's the books themselves or reference material. And this is just Westeros --- I didn't even bother with the map of Essos, which is even more gigantic (it's basically Asia) as well as the more or less unknown continents of Sothoryos or Ulthos. It would be great if the Game Of Thrones finale concluded with the characters arriving in Sothoryos for some reason and it's the modern world with cars, planes, etc. How much of an absolute meltdown would the internet have if the entire ASOIAF/Game of Thrones saga was revealed to be a very elaborate version of "The Village."