Abyss

Abyss is one of the Throne Worlds - universes existing on a radically higher energy level than the much more common Vassal Worlds. As a result of this, Abyss simply doesn't play according to rules recognizable to inhabitants of more 'natural' planes of existence. In harsher words, it would be nonsensical - if it didn't follow its own rules.
In the far past, it was the homeworld - and seat of power - of Nyarlathotep, one of the twelve Dark Lords. Nyarlathotep was deposed following the Great Multiversal War. It is unsure, however, how this was achieved, nor how much of this universe was actually shaped by his manifold of identities.

Geography

Abyss is a realm of at least two layers - and a lot of things that cannot be considered part of neither of them. First of such things is everything existing beyond Abyss-the-planet - there is an entire collar of semi-identical planets orbiting something resembling a star on the same orbit. That alone is practically impossible, resulting in general belief that there is nothing natural in this arrangement - and the fact that you can hear the screams of local sun anywhere within the Abyss is merely a cherry on top of it.
Abyss itself is spherical, however not in a way that could be considered natural. It has at least two surfaces. The first one is only 'quite' weird - it's a realm of dark rocks and shallow, pitch black seas, all under an eternal night despite sun being almost visible (it screams at you rather than project light). Also the stars are said to be weird and unnerving too, especially as everyone appears to perceive them differently (and it's unsure if they even are stars). This is where the 'less' weird of aberrants live, and sometimes you even get outside visitors. Sometimes this layer is referred to as Hades.
If you descend through certain caves or ancient constructions, you will find yourself in the Tartarus. The realm of madness, with clear skies (despite being underground) and only the malignant star visible. That's merely the surface level of madness, though. It is the realm of mountains that walk, trees of flesh, and seas from impossible material (ranging from molten lead that stays that way in room temperatures to human cerebro-spinal fluid). There are also abandoned fortresses where the armies of the Dark Lord made their last stand against Mankind.
Some claim that there is a third level, accessible only through some of the largest fortresses. All stories insist that Dark Lord's armies haven't retreated there because they never controlled it, and that whoever descends there does not return. Whether it's a realm of utter madness - or an aberrant paradise that no local wishes to return from - is anyone's guess.