A frontier represents uncharted territory. It could be a remote piece of land or a new field of study, but if someone calls it "the frontier," you are challenged to explore it.
The noun frontier has several meanings. It can refer to the wilderness at the edge of a settled area (picture covered wagons pushing westward) or it can mean a field of study that has not yet been explored (picture genetically engineering pet dinosaurs). Deriving from "the front line of an army," a frontier can be thought of as an offensive line in a battle — always pushing forward, trying to conquer new territory.