Valencia is most probably the next world, but in an older producer's letter there seemed to be hints leading to Grizzleheim. Erika the Red seems to be from Grizzleheim, so it is possible we do go there. For example, once we talk to Avery about Valencia, he could tell us to look for Erika the Red while he finds out a way to get into Valencia. OR he could find out how to get into Valencia, but then we would have to go to another world and perform another quest line to be able to use his method of getting in.