The Countryside, known as CS to veteran players, is a dangerous place full of bandits just waiting to relieve unsuspecting adventurers of their heavy gold, as well as their lives.
Be sure to stock plenty of Elixirs if travelling through the Countryside, for if you're killed without them you'll be stuck until reset brings you back to life.
You have a chance to find treasure chests in the Countryside, as well as interesting distractions, other cities, and maybe even a few magical locations filled with powerful artefacts.
It's a pretty big area, so be sure to take some time out of your day to explore and look around. You never know what you'll find.