Before finishing the game, I decided to go and beat those giant bosses (Atlas and the Flan). I went straight for the Flan, beat him, and unlocked a new world.
This world features some kind of story
narrated by Mog, with Noel and Serah disguised as monsters. Everyone looking for ingredients to poison the flan king. And ending with a rather bizarre laughing Mog.
… and I got a new fragment… and that's all. There is no gameplay in that world, or any mission given to me etc. So my question is: am I supposed to do something related to this world?
Best Answer
No there is nothing you can do there and there is nothing related to that world.
The world you unlocked is one of the paradox endings. You get these endings by altering the course of the story. In this case by defeating the giant flan.
More about paradox endings can be found here: How to get to the different paradox endings?