"Travel's dangerous. One piece of land yet to be explored is full of disease. People disappear trying to explore the ocean to the West. There's tales of a beast within the water."

This is from the trio who went to explore the West (one made it to a familiar continent after years of sailing, one was sunk by a kraken, and one turned back in fear). Most are not concerned with exploration. They're too busy trying to survive or vying for power if they have the means and status to.

"And beyond the Wall, it's frozen and wild." No one wants to go there except the wildlings, except Jon.