Otherworld
There once was a time humans lived alongside the other races of monsters and fey. However the more the human population grew, the more conflict with their neighbors ensued.
As a joke, it was suggested they'd be isolated from the rest of the races and live on their own lands. But as the fighting continued, this idea started gaining popularity among the non-human masses. Eventually, the other races distanced themselves from the humans and they settled in new lands which the humans began calling the Otherworld.
These lands were hidden by a mystic mist that hid their whereabouts. In time generations passed and the humans went on with their lives, forgetting about other inhabitants believing them nothing to be stories of ignorant ancestors.
Few Fey and Monster folk remained living among the human and even less cross the mist to venture into the mortal realm. Those who do, usually do so with the intention of performing an important task.