I'm making a world that is mostly unexplored and unsafe, but I want to have some kingdoms.  I want to know if they should be smaller since most of the world isn't safe/uninhabited.

Link to Image:

https://imgur.com/a/cyQsbQu

Im just asking if the kingdoms should be small or large

I’d say smaller. If it’s unexplored, then it’s not likely a ruler can project their power very far. Of course, a king might say he rules the entire desert, but if he doesn’t know where it ends, and isn’t able to control it, he doesn’t actually control it. 
Especially when another king on the other side of the desert says the same thing. And the nomadic tribes who lives there would be pretty amused to find out they are part of either kingdom.

Thanks!!

Smaller than what? Smaller than kingdoms in a world without large wildernesses? The comparison can't be made. Smaller than the areas of wilderness? They would have to be if you want to create a world with large areas of wilderness. But that's tautological. I'd suggest that a more useful worldbuilding question might be, why can large expanses of wilderness exist? Humans have a tendency to expand into unclaimed territory. Why haven't warlords, bandits, frontiersmen and -women, wanderers, and wastrels already set up shop outside city limits?

Keep in mind that "unexplored" means from the perspective of those that don't live there.

"Wilds" and "Unexplored" areas are typically not uninhabited. Obviously, an uninhabited area with no creatures won't have villages/towns because no one lives there. However, there could be a mightly orc civilization that wars with the neighbouring goblin and kobold kingdoms, occasionally influenced by the drow living below - all happening in an "unexplored" region where human/elf/dwarf explorers haven't currently ventured.

Similarly, you could have a reclusive elf kingdom - a dwarven one that lives mostly in the mountains - even an isolated human settlement that due to the dangers of long distance travel tends to band together and protect themselves.

The only reason the "unexplored" areas might tend to have smaller rather than larger "nations" is due to the tendency towards expansionism. If the kingdoms like to grow and are already large then they will tend to make their neighbours aware of them in the process. However, if the unexplored area is large enough, a very large island/small continent or bigger, it is quite possible to have larger "nations" unknown to groups outside their area of influence.

Unfortunately, there was no scale on your map, but all of those mountains and forests certainly represent areas where large organized groups could be present if you want.

One other tip, if you want "unexplored" regions then you can't connect them with roads to the outside even if there are villages and towns there. The presence of roads indicates trade and travel - if there is trade and travel then someone lives down the other end of the road since it made economic sense to build it. If you have kingdoms of any size at all, wherever there is trade there will be roads and trails leading outward. The lack of roads is what will deter all but the most diligent explorers. So if you do place kingdoms in your "unexplored" areas then they need to be isolated for a reason in terms of world building.

e.g. Perhaps a few kingdoms deep in the wilderness, remnants of an ancient powerful empire whose cities are connected by permanent teleportation gates at the center of each city. This way the cities can trade resources, grow, expand their local influence a bit but never need roads between each kingdom. Any old roads might have fallen into disrepair or be barely recognizable or simply been destroyed by time.

I think there would have to be a reason that a large kingdom has been unexplored (form the point of view of the player's civilisation) but it an happen for example

• Two continents seperated by a large expanse of ocean each grow into large kingdom but being unaware of the other until one of the kingdom's advances enough to build ocean going ships and decides to explore the oceans.
• The unexplored kingdom is extremely dangerous environment to non natives for example a kingdom of (legacy) Yuan ti
• The natives of the unexplored kingdom regard thier land as their's and will attempt to kill any foreigners that attempt ot land there.

So, I like to draw my inspiration from the real world to answer questions like this. 

The mainland UK is actually pretty small in global terms, yet at one point there were literally dozens of Kingdoms. Wales, a country in it's own right is approximately 20,000 sq. km. At one time there were a few different kingdoms six that I know of at the time of the Roman occupation. Eventually, these kingdoms coalesced into a larger alliance with a nominated king of the britons. This was done in the face of the larger threat from England, and eventually Wales was subsumed into England. Much of this is due to the sheer size and technological advances of the Normans who while invading England turned their attention to Wales too.

Time and technology develops and eventually the United Kingdom forms as an administrative Kingdom of what was formerly Four large kingdoms (England, Scotland, Wales, Ireland) each with what formerly held dozens of individual kingdoms. 

All of this of course was a time before Western powers set out to create empires on the size of the Romans or Mongols. 

Basically, the history of large kingdoms and empires are built on the back of technology. Said technology dictates how far power can be projected. The romans due to fearsome administration could project their power over a huge landmass. The mongol empire could project their power over vast differences because of their transportation and communications technology. They used messengers and horses in very clever logistical ways. 

My question then, is what kind of technology exists? As others have said, a ruler only rules what they can control. Technology is a huge part of that. I don't have artificers or firearms in the world my players and I are exploring and creating specifically because of this. This means that while there are kingdoms, there is a factor that dictates that. For example there is a forest that spreads over a landmass the size of France in that world. Because it's packed with Treants, Nymphs, and whole load more creatures those who settle in that forest do so in nomadic tribes and call upon the creatures of that forest to protect it's inhabitants. So, it's packed with about eight different tribes that 'control' that area. They have their own frictions between each other, but threats to the forest are recognised as a threat to all so they will stand together against outsiders before returning to local disputes.

So, top suggestions:

1. Consider the Technological development of each area. 
2. Consider the force projection abilities (tech, magic training levels, armies, civilian defence?
3. Consider the territory and geographical defences (is it ringed be mountains, water, desert)?

All of these things will impact the potential size and scope of any kingdom. This too will have an impact on how the players are reacted to. Does a player have a firearm and is it witnessed by the peoples of a kingdom that isn't that technologically advanced? Look to history to see how badly that goes. If a kingdom is strategically weak, is there an impending invasion on the horizon? Knowing the answers to this stuff could give you hundreds of story ideas!

Thank you so much!