The Sword Coast, also nicknamed the Empty Lands is the region in western Faerûn that lay along the coast of the Sea of Swords and extended inward into to the vale. It's a expansive tract of wilderness, dotted with independent cities and overrun by bands of monstrous creatures, that some saw as merely a place through which you had to travel in order to reach an actual meaningful destination. It is much more than that of course, a rich and vibrant land with a long and storied history that encompasses some of the most important cities in all the Realms.
It is considered one of the rougher locales of Faerûn, both geographically and by virtue of its people. Some say the Sword Coast took its name from the white cliffs that rose up sharply for hundreds of miles along the coastline between the River Dessarin and Baldur's Gate. Traveling author Volothamp Geddarm attributed the region's name to its dangerous inhabitants, both humanoid and bestial.
See a more zoomed out view of the Sword Coast using the Map of the Wider Sword Coast.