This post is only relevant if you are playing with the 'New World' map generation setting, which creates one additional empty continent that players can settle later in the game.

The thought behind the New World, as far as I can tell, is that it provides a huge incentive to get to the Three-Masted Ship technology first, enabling you to significantly expand your empire without any competition. However, in some cases the same effect can be achieved much, much earlier with the Trade Expeditions technology in combination with the Lighthouse of Alexandria cultural wonder. Trade Expeditions unlocks the ability to move land units across the water as Transport Galleys, at an abysmal speed of 2. This is hardly ever far enough to make it to another continent by sea. The Lighthouse increases all naval movement speeds by 2, including the Transport Galleys, and by hopping across islands at the top or the bottom of the map, this is often enough. I tested this a couple of times on maps with 2-4 continents (default), New World (default) and 40% land mass (also default, I think). As a strategy, this is a massive gamble, but the payoff is so great (an entire continent for yourself, in addition to what you already have) that I would almost always go for it if I can afford the wonder.

This is like an alternate timeline where the Romans land in Florida.

These are my thoughts. How do you feel?