When you 'Prove the Earth is round", do you receive any in game benefit?
This message shows up once you have discovered (at least) one tile in each vertical column of the map. They don't have to connect horizontally. This way you 'connect' the two sides of the world and 'prove' the earth is round.
Once you have received this message, you will be able to scroll around the world. Also, your minimap might change a bit to correctly display your new world orientation. It doesn't change anything else though.