The fictional world-region containing the Shire in J.R.R. Tolkien’s writings is called Middle-earth.
The Shire is a peaceful land in the northwestern part of Middle-earth, inhabited mainly by Hobbits. Other important regions in the same setting include Gondor, Mordor, Rohan, and Mirkwood. The term is most closely associated with the inhabited lands of Tolkien’s later ages, especially the settings of The Hobbit and The Lord of the Rings.
Tolkien adapted the name from the Old English middangeard, a term for the human world in Germanic tradition. Middle-earth is therefore not another planet in Tolkien’s mythology. It is a translation or modernization of an older concept of the lands between heaven and the underworld.
Valinor and Aman are different places. Aman is the great continent west of Middle-earth, while Valinor is the land within Aman where the Valar dwell. Beleriand is another separate region, largely destroyed before the later stories take place.