In Final Fantasy IX, the planet where most of the game takes place is Gaia.
Gaia is a medieval-fantasy world divided into continents and regions, with much of the population living on the Mist Continent. The Mist is a mysterious substance that blankets the lowlands and contributes to the world’s history of conflict.
The principal nations include Alexandria, Lindblum, Burmecia, and Cleyra. Players eventually explore the Outer, Lost, and Forgotten Continents as well, so the game is not confined to one small kingdom or city.
Terra is a separate world visited later in the story, which makes it the most tempting wrong option. Ivalice and Spira belong to other Final Fantasy settings: Ivalice appears in games such as Final Fantasy XII, while Spira is the setting of Final Fantasy X and X-2.