Worm is one of the six main regions of Six Rivers. It is located in the south-west of the country.
Worm is where Nick came from and is also the original site of Dew's hometown Glen La Rue (before it mysteriously disappeared) and it's neighbour Clearbrook. It is also where Barovia Valley is located, where the party were transported to encounter Strahd von Zarovich .
Although this wasn't disclosed until episode 164: A Star Trek-Themed Campaign at the beginning of season 2, much of season 1 takes place in Worm as this is the site of Barovia Valley. The party depart from here on the Airship Goodberry in episode 164: A Star Trek-Themed Campaign.