As I recall, it was the tree world that was unfinished (Google says it was called "Channelwood"), and at some point, the floating walkway just ended, and there were floating icons in the air representing the blue and red pages, and some apologetic text from the developers acknowledging that the world wasn't finished yet, so just go ahead and pick a free page.
Ha! While this has probably been common knowledge from various interviews, articles, and featurettes over the years, I never knew Channelwood was the last age the team created for Myst – yet I recall thinking as a child that its level of visual sophistication meant it must have been the one they made with the lessons learned from creating the others. Selenetic, I thought, must have been the first one.
As I recall, it was the tree world that was unfinished (Google says it was called "Channelwood"), and at some point, the floating walkway just ended, and there were floating icons in the air representing the blue and red pages, and some apologetic text from the developers acknowledging that the world wasn't finished yet, so just go ahead and pick a free page.