We live on a beautiful pearl of a world. It formed to protect the rest of reality from the irritant that is the Sleeper.
The Az-damned Sleeper caused so much trouble a few centuries ago. Our gods had to leave the world behind to get him and his slimy friends out of here!
The Sleeper was the cause of the War Against the Far Realm. It was the Greatest of the Great Old Ones and it slept inside Erathia. The world was the egg of it's rebirth. On the Night of the Shattered Moon the Host of the Far Realm came to hatch him.
It took the gods withdrawing from the world to prevent it from awakening to destroy the world and assault the multiverse.
The Egg of the Old Ones
Warlocks and cultists know that the world was an Egg of the Old Ones.