uriel222
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A few points:
First, any undiscovered islands wouldn't be canonical, because if they were, they'd be discovered.
Second, starting with a ship crash can be tricky. Player's hate to fail. At anything. Put them on a ship, even in a storm, and they're going to want to do everything they can to avoid a crash. At low levels that might not be much, but by about 5th level or so...
To answer your actual question, though, while I don't know of any mysterious islands mentioned but not explored in any official Paizo book, you could certainly put an island or two inside the Eye of Abendego. Have it inside it's own little "eye of the hurricane", surrounded by the fiercest storm Golarion has ever known, and you've got yourself a tricky thing to get off of.