While most of the action took place on a broken shard of a very familiar location we did get to see and hear of some new worlds in the Halo lore.
Sedra is a human colony that escaped destruction by the Covenant. Though not insurrectionists they are very much independent, maintaining their own military and government outside of the UNSC. Sedra has a mixed-species population which made it a target for Covenant renegades to test a bio weapon that only affects humans.
Aleria is another colony world that escaped the Covenant war but was struck by severe drought dramatically reducing the population and average lifespan. As a remote it was left to fend for itself by the UNSC forcing the colonists to take help from disreputable partners, even the Covenant.
When Master Chief destroyed the first Halo ring it attempted an emergency Slipspace jump but only a small segment completed the jump as the ring broke apart, which was designated Alpha Shard. The combination of the jump and the devastation created a unique element on it’s surface which was harmful to humans until the deposit was destroyed. Orbiting an uncharted star with an erratic orbit and day/night cycle and populated by Forerunner experiments the charred landscape was described as ‘Hell’ by all who visited it.