There are a total of 3 Islands around the main island. They are only possible to go to using exploits or glitches.
As of the current map, you cannot go there anymore since it got removed.
The lighthouse island is near the Ferris Wheel, it's red and white-colored and at the top, there's a big lamp surrounded by glass to help the fellow seamen find their way home.
On this island, there's a small 1 story house made out of wood (there's nothing inside the house), and a small wood port to boats to come in. This island can be seen from DIO's coffin.
This Island has a big volcano in it "We don't know when this volcano will explode, we don't have a geologist on our team." if you attempt to jump in the lava it won't kill you. This island can be seen from 1v1 Arena.