Planes are without a doubt the most complicated aspect of the D&D game and it's very easy to form misconceptions regarding their exact nature, location, etc. This post and ones to follow will detail (or attempt to) each plane as it exists in the standard D&D world. Your DM, of course, has the final say in the nature of the planes, what planes exist, etc.
Planes can, essentially, be divided into five broad categories: Material, transitive, inner, outer, and demiplanes.
The Material Plane (also called the Prime Material Plane)
The Material Plane is physical reality. Assuming a standard campaign, it is the world that your characters are born and adventure in. To put it in real-world perspective, the Material Plane is Earth, the solar system, the Milky Way galaxy, the universe and everything you know to exist.
Well, that pretty much covers everything; why have other planes? Because:
A.) The nature(s) of reality and infinity are fairly malleable and it's not out of the question that other existences could exist.
B.) The nature of reality doesn't cover the things you don't know to exist, such as after-life(s).
C.) It's a fantasy world.
The Transitive Planes
Called such because of their extensive use in travel (either between planes or to different locations on the same plane), the Astral, Ethereal and Shadow Planes are the most confusing and, in my opinion, the most compelling of the planes.
The Astral Plane (also called the Astral Sea)
The ultimate paradox, the Astral Plane consists of infinite existences and infinite nothingness. All planes exist within the Astral Plane. Travelling to any of the other planes (excluding the other transitive planes) involve first travelling through the Astral Plane, as does using teleportation spells. Actually travelling to the Astral Plane (not just through it) is a very difficult, expensive and risky endeavor.
The Ethereal Plane
Serving as the buffer between the Material Plane and the Plane of Shadows, the Ethereal plane is coexistent with both (that is, they overlap completely). A person on the Ethereal Plane experiences reality as if it were an insubstantial ghost. Dreams originate on the Ethereal Plane.
The Plane of Shadows
Not so much a transitive plane as an 'Anti-Material Plane', the Plane of Shadows forms the opposite nature of physical reality. A traveller there would view it as a (often twisted) "reflection" of the Material Plane, where everything is in black-and-white. Spellcasters often use the Plane of Shadows to travel immense distances across the Material Plane or to form quasi-real shadow effects.
The Inner Planes
Consisting of specific elements or types of energy, the Inner Planes form the building blocks of reality. The six Inner Planes are the Elemental Planes of Air, Earth, Fire and Water, as well as the Positive and Negative Energy Planes. It's easy to envision these as being contained by the Material Plane (hence why they are called "Inner" Planes). This is not actually the case; the Material Plane and the Inner Planes do not overlap anywhere.
The Outer Planes
Often called the Upper and Lower Planes (a misnomer, they do not exist above or below anything), the Outer Planes exist beyond both the mortal world and reality itself. The Outer Planes exist along the boundaries of the Astral Plane (which itself is infinite, how can it have boundaries? Well... we'll get into that). The Outer Planes are the realms of the Gods and include the varying after-life(s).
Demiplanes
Demiplanes is a catch-all term for finite extra-dimensional spaces. While all other planes are theoretically infinite in size, a demiplane's size can be measured (though, depending on the plane, it may take a while). Most demiplanes are accessed via the Astral or Ethereal Planes, though some have much more limited means of access.
This may well be raising more questions than are being answered. Rest assured, more detailed posts will follow.
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