Jotunheim is one of the nine world on the tree Yggdrasil. Jotunheim is the home of the Jötuns.
The geography of Jotunheim is so far unknown, as the home of the frost giants it is presumably a land of perpetual winter. Jotunheim contains a city of giants known as Utgard, ruled over by a Jotun named Utgard-Loki, who has the power of illusion.
There are also referances in Gylfaginning, from the Prose Edda, of a vast forest meaning that the land of the frost giants isn't just a giant frozen tundra.