The Great Plains was a region which the Gnomes entered after having escaped from the Land of Shadows. The region is only mentioned in the earliest versions of the legendarium.
Christopher Tolkien has suggested that the Region of the Great Plains (which is the full name) might be the "forerunner of the later Talath Dirnen". In a later manuscript is found the resembling name Great Plain, said to be a region which later became known as Dor nu Fauglith.