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The First World is so called because it is believed to be the gods' first draft of a subsequent plane that would later split into the Material Plane and the Shadow Plane. It is coterminous with the Material Plane and the Shadow Plane, but exists outside the standard cosmology, being somehow 'behind' the other two planes.
The unfinished First World lacks universal, fixed laws of physics. Regions of the First World remain as test grounds for different, unfinished, and sometimes mutable and evolving physical properties; gravity is inconsistent between parts of the First World, and the speed of light is arbitrary and variable. Where these regions overlap, the reactions between these inconsistent laws can be unpredictable.
The First World is home to all manner of strange creatures, apparently prototype versions of the plants and animals of the Material Plane, although its chief inhabitants are fey, the most powerful of which are the creatures known as the Eldest.
No beings rule the chaotic and changeable plane known as the First World, the home of the fey, but its most powerful residents are the mighty beings known as the Eldest, sometimes known as the fey-lords or the shapers. They each pursue their own mysterious goals, and have little interest in the doings of lesser creatures.