Our human universe is just one of seven. There are also three light ones and three dark ones. Light ones are called Heaven, Upper Heaven, and Hyper Upper Heaven. Dark ones are respectively called Hell, Sub Hell, and Hyper Sub Hell. The world in the middle is called Shadow Realm.
Don't let their names fool you, light worlds are not "good" and dark worlds are not "bad".
The world of the living, the one we're in, is located in Heaven, the first Light World. There was no need for a world of the living until the creatures of Light have massacred all creatures of Dark in the Shadow Realm. After that, things changed, shadow realm has consumed the Heaven and Heaven became the world of the living. Nobody has seen Shadow Realm since, but there are legends that claim it still exists and some are accessing parts of it from time to time. Traveling between the Worlds is done via Dimension Shift, a time-consuming process that consumes you in this dimension and creates you in the other one.
Creatures that exist in the Seven Worlds are living for millennia, and if they are "killed", they go into the world of Living as a punishment. They are judged depending on the number of crimes they have committed, and they have to live a number of reincarnations in the world of the Living unless they redeem themselves. During birth, creatures lose all of their memories, and at a very young age(3 years old for humans) they are given a choice: retain some of their memories, retain some of their powers or neither. Depending on the creature's power, they can smuggle a limited amount of power or memory. And it causes pain and suffering, proportional to the smuggled powers or memories.
Seven Worlds are ruled by three creatures: