The Welsh fairy realm ruled by Gwyn ap Nudd is Annwn.
Annwn is the Otherworld of Welsh mythology, portrayed in medieval stories as a place of abundance, delight, and freedom from sickness. Earlier traditions associate its rule with Arawn, especially in the First Branch of the Mabinogi, where Pwyll exchanges places with Arawn for a year.
In later Welsh literature and folklore, Gwyn ap Nudd becomes a prominent king of Annwn and leader of supernatural hunts. He is also connected with the Tylwyth Teg, the Welsh fair folk, and with the Cŵn Annwn, or hounds of the Otherworld. The medieval tale Culhwch and Olwen says Gwyn was placed over the demons of Annwn to prevent them from destroying the human world.
Annwn is often confused with Avalon, Mag Mell, or Tír na nÓg. Those are related Otherworld concepts from broader Celtic and Arthurian traditions, but Annwn is specifically the Welsh name. Its spelling also appears as Annwfn in medieval Welsh sources.