Stros M'Kai is the island where the majority of your adventure takes place, located in the Abecean Sea off the southern coast of Hammerfell. It is a small island compared to the others shown on the map of West Tamriel, but of strategic importance due to its proximity to the Cape of the Blue Divide.
Its largest settlement is also called Stros M'Kai, which can be confusing. The settlement is often referred to as the "town" or "city"; this is also the case when someone says "in Stros M'Kai" rather than "on Stros M'Kai". The most notable building in the city is the Palace, where Prince A'tor lived while he commanded the Crowns during the Redguard civil war. Besides the Palace, the city is divided into four districts: the Old Quarter, home to many devoted Crowns; the Town Square, a plaza containing the local tavern, temple, and other shops; the Market, with its general store; and the Harbor, consisting of the docks, warehouses, and the large Statue of Hunding.
Saintsport, a small abandoned port town, is situated on the southern peninsula. The island features a large complex of Dwarven Ruins in the southwest, atop the southern peaks of the Ogres Tooth Mountains. Other underground systems include the Goblin Caverns beneath Hallin Falls (the waterfall by the city's park) and the dangerous Catacombs beneath the Palace. The Isle of N'Gasta is a small isle west of Stros M'Kai, the lair of a Sload necromancer named N'Gasta. It can be reached via a set of bridges over The Spine, the islets extending along the western shore.
For a list of places on the island and in the city, see this page.