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Välja is a form of the noun väli which means field or area. Crop fields also bear this name: One viljaväli, many viljaväljad.
Now this word is also used when you in English would talk about things taking part outside or moving outside. Ma lähen välja = I'm going out. If you like, you could also translate it as "I'm going out into the field".
Välja is also used in many compound phrase elements such as välja nägema (look, appear) or välja arvama (exclude). It may look strange to you if you try to translate those phrases to your first language word by word, but I guess the best thing is to just learn those expressions without thinking much of how they're constructed.