The game zone covers Manhattan and an area of Brooklyn at the start of the game. The island of Manhattan is separated into districts as listed below. Each district has a level range to showing the levels of enemies that you might encounter there. Entering a zone for the first time will mark it as discovered on your map and allow missions and items to be found. You will also get exp.
Brooklyn (level 1-3)
Chelsea (level 2-4)
Hudson Yards (level 2-4)
Camp Hudson (level 3-4)
Pennsylvania Plaza (level 3-5)
Garment District (level 5-9)
Tenderloin (level 9-12)
Hell's Kitchen (level 10-13)
Times Square (level 10-13)
Clinton (level 14-15)
Flatiron District (level 15-16)
Gramercy (level 16-18)
Stuyvesant (level 18-19)
Kips Bay (level 20-23)
Murray Hill (level 24-26)
Turtle Bay (level 27-28)
Midtown East (level 28-30)
There will be a Safe House in each area. Accessing the safe house for the first time will then allow you to fast travel to it from elsewhere in the map. The safe house will also have an information board, interacting with this will mark the Encounters in that area on your map. And a mission co-ordinator who will mark the Side Missions for you.