The expansion process in CastleVille is a bit more complicated than in many of Zynga's other games. Even in titles like CityVille, where you're allowed to choose the specific square you expand into, there really isn't any sort of negative consequence that can come from doing so; that is, all expansions require the same things and you won't limit your progress in the game by expanding into one square over another (generally speaking).
In CastleVille, however, where and when you expand have a very real impact on your gameplay, as you may need to wait until your Castle's Level is hundreds or even thousands of points higher than it is currently to access a particular square, or you may need to remove the Gloom over a very specific square to complete a quest. That means that if you just go expanding into any square that looks pretty, or that you currently are allowed to, you'll end up wasting valuable Exploration Crystals, and will literally be stuck with story progression until you can earn more.
Thankfully, there's a very easy to way to do just that. Once you build a Workshop in your town, you'll be able to craft Exploration Crystals outright, using three Crystal Shards each. These Crystal Shards are earned as quest rewards, or can be earned by asking your friends to send you one. This is done by clicking on an area of the Gloom (that is, a square you've yet to expand into) and then clicking on "Post to Friends" to post a request for Crystal Shards on your wall.
Once you have three Crystals (or eventually a stockpile of them), you'll want to then turn your Workshop into a cycle. For each Exploration Crystal you want to make, you'll need three Crystal Shards. A single Exploration Crystal takes 1.5 hours to make, or just 90 minutes. If you have the time to login multiple times per day, and have plenty of active neighbors to send you shards, you can then make a never-ending supply of Exploration Crystals in 1.5 hour increments.
Again, to be clear, these Crystals don't cost any coins to make, and the only resource you're technically out is "time." You'll just want to make sure to post requests for Shards every chance you get, and keep collecting your completed Crystals so that you can make more. It may sound time consuming, but if you form this habit early on, you'll never need to worry about not having enough Crystals for that next expansion! It would be great if we could say that about other Zynga games, but at least this is a great place to start!