I finally managed to draw the rest of my world map, and I have a few ship-fulls of long living humans that are going to land on the continent of Vadra. The only problem is that I don't really have much of anything on Vadra. How do you explore a new part of your world? Do you write a story about it? I think writing a story about it would help me, but at the same time I think I need some more information about it before I could write a story about it. Sort of a 'chicken or egg' problem, what do you guys do when confronted by this?

Hmmm. I have done a little "world exploring" recently. I discovered two new continents! How I found them:
I knew that the people on this small continent had come there from somewhere else to settle it.
I also knew that the small continent I already had was pretty far north, away from an equator, because of the harsh climate on the northern tip. Then I realized that the west side of my small continent needed to be sheltered somewhat from the open sea. This determined the positioning of my new continent: west and slightly south of my small one.
Then, on my small continent, I had two very distinct races, and I knew the people had not been there long enough to divide like that. So I realized I needed another continent for the other race to come from, and I just placed it southwards.

As to how to explore a newly discovered continent? I'd suggest drawing a rough map of your world, which includes Vadra and your known places. Think of the terrain on your known continent, then try to think of a terrain on Vadra that would make sense and complement it. Look at the placement of Vadra on the map; this will help determine its climate. Then it's up to you to decide Vadra's culture---how similar would it be to the culture of your known world? Have the peoples ever had any contact with one another in the distant past?
World exploring is really fun. Don't stress out on getting it perfect the first time; for now you are just playing.

Thank you for these thoughts! It sounds like you've been having fun 'exploring' too. Yeah I think if I follow your advice and just take those first steps, if I get something 'wrong' it'll come to light later and I'll find the 'real' Vadra! Thank you!
I think the funnest part of making a fantasy world is thinking about all these things, thanks for reminding me not to spoil it by getting stressed out, that's something I really struggle with, I think.

Right, me, too. I was stalled for too long, worrying about getting everything just right. But really, this is supposed to be fun.