It's unclear from "A Song of Ice and Fire" (AKA Game of Thrones), at least from what I remember, if the world is flat or round. Westeros is at the west of the "known world" - but if you kept going west, what would you find? Would you end up at the other side, like in our world?
George RR Martin confirmed in a recent interview that the world of Westeros is round, etc albeit slightly larger than our own.
"Interviewer : Is your world round? I mean if Dany traveled far enough east couldnt she come to the other side of westeros?
GRRM : Yes, the world is round. Might be a little larger than ours, though. I was thinking more like Vance's Big Planet.... but don't hold me to that."
For the record, the planet in Vance's "Big Planet" stories is described as being approximately 25,000 miles in diameter in comparison with Earth's 8000(ish) miles.