The stance in the Collective has been, from the beginning, to keep any specific setting off board. By doing this, by using generalities, we can build a world together while maintaining our own individual worlds and stories, some of which we've been writing for years, intact without any sort of sacrifice. Because of this, there are many theories of how the world of the Collective works and how it allows us to weave our stories together.
Fixed Points Theory[]
The Fixed Points theory, developed by the Medium and the Treasure Hunter, states that there are certain points, such as the Collective's Guild Hall or the Circle's Stronghold that lies in "Capitol City", that exist in nearly all planes, dimensions, and alternate realities simultaneously. Passing through their borders, one would exist both outside of their own realm while also existing in all realms at once. Because of this, our heroes can enter into these areas and intermingle with one another, usually without ever even realizing they left their own plane or dimension. There are very few exceptions of people aware of the alternate realities and some have been able to jump across into others. However, if enough individuals were to do so simutaneously, their bond with their home realm could cause realities to warp or even collapse.
If a plane or universe did not have a Collective Guild Hall or Stronghold, you would need to be able to travel across planes through magical means, such as planeswalking. If a plane or universe did have an existing Guild Hall, one would potentially be able to travel to any other plane they have heard of before.
The Venomancer's Theory[]
Indeed, its sort of a inter-planar convergence where many worlds come together in a sort of origami of realities. They fold together and unfold as the tides of planar energy ebbs and flows. this can mean many things for those residing within it. Each individual has its own planar vibration and as such they bring a portion of that plane’s energy with them wherever they go, think of a needle and thread being pulled away from an already woven piece. If enough beings from one plane move to another then there is a chance for convergence and overlay, in other terms too many threads will end up connecting the planes. This is a similar process to how demons corrupt the land they walk upon, for they bring a portion of the Abyss itself with them.
An overlay or convergence in like the corners of a sheet have been sewn together, two maps that overlap in a specific place. This location would be an area of great importance to the planar traveler or one of great emotional distress, a reason that one’s home is the closest to the Collective convergence. Where the Collective resides is what is known as a planar snarl, too many threads have twisted and knotted each other together therefor anchoring possible hundreds of planes to one location. They have luckily woven together so that we haven’t been obliterated by planar tension, yet. So now we reside upon a platform which, like a trampoline, has been pulled taunt by the multiverse. Our spot allows one to walk from 18th century London all the way to the halls of the Dwarven kings.
But the fact that it exists begs the question, how did it come to pass? there are a few theories I have concocted that include something akin to this point in time space pulls so much potential, a force similar to gravity except for importance. Or at one point in the past there was a mass exodus of planar travel, that point in time could even have been the future. The Illithids would be the prime suspects for this theory as their future empire fell and they fled through both time and space, a double whammy for strong planar threads.