This post supervenes my recent post On Some Happy Corollaries of Gödel’s Incompleteness Theorems (so you might want to review that post, and the earlier posts it cites in turn, in order to find yourself quite oriented in what follows (sorry, dear reader: not everything is TLDR)).
There is much talk in traditional cosmology of a stack of heavens above our own, and likewise of hells below. The hierarchy of angelic choirs echoes that stack. Most pagan pantheons feature such hierarchies of gods, with a Most High God above all gods, whom they worship, and who lives in the Highest Heaven which is above all the heavens. There is talk too of other worlds parallel to our own (such, e.g., as Jotunheim in the mythic scheme of the Vikings), that might communicate with each other (as at Ragnarok, when the giants of Jotunheim make war upon the men of Middle Earth and the gods of Asgard), so as to form a world of worlds.
That sort of talk struck me at first as fantastic, and so relatively irreal – despite its irresistible odor of concrete factuality, and its ubiquity in the traditions of Earth, and thus its uncanny tinct of credibility. There is also the difficulty that there is a certain beauty in the notion, that cannot be found in the flat idea that our world (however generously conceived (as with the various sorts of branching cosmoi proposed by this or that metacosmology)) is all there is. Then at last there is the ancient conviction of the Great Chain of Being, no link of which might be concretely missing if any part of the chain were to find concrete instantiation.