The Griffonlands are both a large continent to the east of Equestria, across the ocean, and the name for the loose confederation of Griffon nation-states on the same continent.
Geographically, the Griffonlands are mostly the same as Equestria - tundra in the north, temperate forests and plains in the central regions, deserts and savannahs to the south. However, there are a larger number of mountain ranges and free-standing mountains than usual. These mountains form the core of most griffon cities.
Governmentally, the Griffonlands are a confederation of individual states that bargain collectively. Each nation has differing societal mores - most function as semi-anarchic natural collectives while others more closely resemble Griffonstone, either before or after the Idol of Boreas was lost. Some, mostly those located furthest from Equestrian influence, function under rigid caste systems or other kinds of social structure.
Griffonstone is not considered part of the Griffonlands, as the "Griffon Kingdom" is located on the same continent as Equestria and the Crystal Empire. Historically, the inherent greed of griffons led to civil unrest, and the then-empire fractured into the loose grouping of states that the Griffonlands are today. Griffonstone was founded by a group of loyalists to the former emperor, and for a time it functioned much the same.
The rest of the Griffonlands changed since then, and while modern griffon society may not be quite as focused on friendship as modern pony society, it's far less greedy.