We start out with a description of the wonderful world where the sidewalk ends. This seems to be a magical, mystical world, where nothing is quite normal, but everything is awesome. Once we have a taste of the world beyond sidewalks, we hear a little about the world where the sidewalk reigns. It's not quite as awesome, to say the least.
Next, we hear a little bit about the journey from one place to the other. A big part of the fun of going to the world where the sidewalk ends is just getting there. The journey is nice and slow and marked out by arrows drawn by children. In the end, it's children that have the closest connection to the place where the sidewalk ends.