The World of Arith
Long before the Dawn War, the Great Old Ones attempted to destroy creation. The Gods and Primordials rose up and joined together and defeated the Old Ones, sealing them forever away in the Far Realm. Unfortunately, some of the Great Old Ones foresaw such a thing and seeded creation with their lore and their servitors in the hopes that these things could open the way once more.
An age after, the Primordials rose up against the Gods from the Elemental Chaos, attacking their dominions in the Astral Sea in an attempt to control all of creation. Led by Bane, the Great General, the Gods imprisoned the greatest of the Primordials, and then Ascended, becoming something more than they were. That battle however ripped apart the First World, separating it into three distinct worlds; Arith, the Feywild and the Shadowfell.
The separation between the planes is called the Veil, and the Veil is stronger in some places and at some times than others. Since mortals began using magic, they have found the Veil to be thin in some places on Arith. The most spectacular example of this is the Veil between Hjalmar and the Elemental Chaos, which has always been so weak that the Greater Titans were able to travel to Arith in the distant past and make war on the Dragons. Fey creatures often slip back and forth between Arith and the Feywild and sometimes entire Fey cities can shift between the planes.
Beyond these “accidents”, it is possible to travel between these worlds and planes using magic. Clerics and Mages of sufficient power may plane shift between worlds or create portals and gates taking them from one plane to another and there are ships, such as Spelljammers, that can sail between the planes. And countless permanent gates between the planes have been created over the ages of mortals for those who know where to find them and how to activate them.