What's in Alexandria? Well, we're glad you asked.
When their trip to Washington, D.C. turned out to be a bust, Rick Grimes and company were joined by a scout for Alexandria, who invited them to a settlement where they had walls, defenses and a thriving community, complete with its own little economy and a larger world of other communities with which to trade.
Alexandria was the first such settlement Rick and his group found themselves in, and has become the semi-permanent home base for the survivors for nearly half the comic's run at this point.
The group was in Alexandria and being briefed on the state of the world in The Walking Dead #69 or so -- which, for context, was three issues after the final appearance of The Hunters, the group Rick and company dispatched back in October.
In fact, if we were to go by the comics timeline, it should have been immediately after Eugene confessed he was a liar. Of course, in the comics, that also happened with Rick present and Aaron approached both Rick and Abraham at the same time, meaning that it couldn't have happened exactly that way on TV. The heart-to-heart conversation Aaron interrupted between Maggie and Sasha was fairly close, just in terms of the combination of hopelessness and intimacy that he was intruding on.
While Rick and company experienced some growing pains getting used to life in the Safe Zone, it was materially what it claimed to be, and has continued to be the primary setting for the comic since it first appeared. Alexandria, of course, also opens up further storytelling opportunities with its neighboring communities -- the most obvious being the all-out war between a number of communities which, at its heart, was a battle between Rick and Negan, a brutish and sadistic mobster who runs his own community out of an abandoned factory.