Quite the place you find yourself in. I've been there several times myself.
The joy, and the pain, of trying to bring a story world together. haha.
At the moment, I believe that I would recommend trying to figure out locations and things. Make yourself a world map. Mark the spots that you do know, and indeed DO leave spots "terra incognito". As you work on that, some of the things that don't connect right now, you might see the connection, or figure out how a connection could be achieved.
Everyone seems to do it differently.. But that is usually how I approach it; I mean, it's your world, and it's not going anywhere, so take your time with it, right?

I hope that is helpful.
~Knight of Elyon