The world is Earth, as we know it. With one small difference, if you ask most people: dreams are a lot more stable here. People return to the same places again and again, though those places can shift and change over time. People do not dream of their everyday lives.
Some people claim to have met another person in their dreams. This has never been proven, replicated, nor substantiated - no one can remember what the other person actually said, not exactly.
But there's a lot more going on, in dreams and beyond. Terrifying vistas of reality beyond the comprehension of most.
And a war, tearing apart what little is left of reality at the highest levels, the aftershocks raining down...