While for most the mundane world and the constellations above them is all they'll ever know. Scholars however know that there are more realms out there. The mundane world itself is cut off from all other planes by the Worldveil. It is the same Worldveil that prevents creatures from other planes, celestials, fiends, etc. from crossing over into the world without portals or being summoned forth via magic.
The Planes are where mortal souls go after their death, in the case of devout followers of Gods they go to one of the divine domain their God created for them (if they created a domain at all). In the case of non-devout individuals they go to one of three planes based on their alignment: Elysium (if Good), Asphodel (if Neutral) or Tartarus (if Evil).
The Spirit Realm blurs the line between these planes and the material world and the Elemental Chaos envelops all of creation as an infinite space of chaotic elemental matter.
Beyond the boundaries of this existence lies the Far Realm, an indescribable reality of madness and horror unknown to even the most erudite of scholars.