The Lone-lands was an area in Eriador, or may even have been synonymous with it.
Lone-lands and Eriador
It is a subject of some debate whether the Lone-lands and Eriador are one and the same. Etymologies given for Eriador certainly suggest such a thing. The two mentions of "Lone-lands" were not added until the revised, 1966 edition of The Hobbit, well after the introduction of the word "Eriador" in The Fellowship of the Ring. As the latter was spoken by Aragorn, who would know the Sindarin name, and the former by Bilbo, who would not (yet) know the "foreign" name, it is not inconceivable that they refer to the same land.
The Lone-lands was a name used by Hobbits (and possibly the Bree-landers) for the wilderness east of Bree-land. This area contained, among other features, the Weather Hills and Weathertop. Roads were considerably worse there than in the Shire, and no one dwelt there anymore by the end of the Third Age. There were many abandoned castles of Rhudaur in the hilly region, which gave it a wicked look.