Hi! It's a land called
Aman and an Island called
Tol Eressea (which means Lonely Isle). Also known as the Undying Lands.
These are lands where 'immortals' dwell, but where some few mortals like Frodo are allowed, as exceptions. If you plan to read
The Silmarillion then saying more might ruin things... but if you don't, or don't care about spoilers, just say so of course.
These lands aren't exactly across the Sea in the usual sense... but I'll stop for now