There are many campaign settings in Dungeons & Dragons. Each with a cosmology of their own. Many are vast complex cosmological models, others are simpler, and others still are just the Material Plane. And while each is separate, they are connected. And some people, incredibly few in the grand scheme, are able to cross through. The Nexus was magically created by one of these people, as a means to study this phenomenon, but has since become a sort of Grand Central Station. Come on by, have a seat, enjoy the food and drink from the vast and ever expanding multiverse!