In my current world build, there are three types of worlds existing in symbiosis with each other and connected to Earth.
First, there is Earth. This is basically our world, with the addition of hidden magic and a concealed society of mages and non-humans. It is where the majority of the paranormal populace resides, in theory, and where practically all of the species in the worlds originate. Most of the world is filled by mundanes, average everyday humans with no paranormal abilities or idea about what they share the world with.
Then there are the pocket realms. These are either expanded space or extra-dimensional space, depending on who you ask. They vary widely in size from the bag that can hold more than its exterior size would suggest to the size of mansions. For example, a bag like the D&D Bag of Holding or Hermione’s handbag in Deathly Hallows. Or the wizard tents in Goblet of Fire. Or the Tardis. These are referred to as either pocket realms or minor pocket realms. Mages with enough training can create these fairly easily, the smaller they are the easier to create and the bigger they are the harder and more energy is required.
There are also a number of major pocket realms, or major realms. These were, with a couple notable exceptions, city to continent sized pocket realms believed to be the creations of a mysterious collection of races known as the Precursors. The major realms are the places of legend: Atlantis, Avalon, Mu, Shambhala, Tir na Nog, Yggdrasil. The last is potentially unique as it appears to have created itself. Each has its own nations, cultures, populations, and such. Every major realm is connected to Earth in at least one place, often several or dozens of places. Typically, these are places associated with Faerie or such in folklore, ex. standing stones, mounds, certain groves.
The final “world” is made up of the Orb Lands. These nine worlds, each at least the size of a continent, were created by quasi-sentient artifacts roughly 390,000 years ago. Eight of the lands were directly created by orbs and represent the eight ancient magics (well, eight of the nine since witchcraft was considered a “minor” or “fake” magic back then)–cryptomancy, geomancy, lithomancy, necromancy, sanguomancy, tantromancy, thaumaturgy, and yantromancy. The ninth land, Freeton, seems to have spontaneously appeared and acts like an Orb Land rather than a major realm, but has no orb. Each Orb Land is a self-contained world, but they have connection points to Earth (one each), to Freeton (one each), and to some of the others. Freeton appears to act as a hub between the other Orb Lands, Earth, and possibly the major realms.
So, yes, geographically, this is a bit of a mess, but, I think, a good one.