Lost Kingdoms Side Quests
Aside from the missions that drive the story of Lost Kingdoms there is only one chain of side quests. These side quests start from Gurd located in the Apothecary. Talk to Gurd and she'll tell you a story and that will unlock a new location, Dahl-Nok Valley. Beat that location and return to Gurd and talk to her again to unlock the next location, Gromtull Desert.
In order to unlock the future bonus locations you'll need to complete more of the game before talking to Gurd. I didn't unlock the snow area until after I had cleared the final level and talked to Gurd, however a friend of mine unlocked it after beating the Mt. Jarndunn level.
The following are all of the bonus locations: