One of the fun things about writing paranormals is creating the world. I'm now tinkering with the deeper world of the wizards of the Werewolves of Montana. For example, in Tristan's book, in order to get his love to Tir Na-nog, where he lives, he must take her through the Shadow Lands.
What are the Shadow Lands?
The Shadow Lands exist in a murky world that is like a purgatory or a parallel universe. OtherWorlders who have died and committed some kind of offense, or they aren't ready to go to Tir Na-nog live there. They can redeem themselves and be reincarnated, usually by doing some kind of brave task.
Drust, the dragon shifter who was Sebastian's great-grandfather, who committed a grave offense against Tristan, was banished to the Shadow Lands. Tristan will run into him when he takes his love there. The Shadow Lands hold all sorts of wonders, and perils. There are Fae who will charm you, and kill you. The Shadow Lands are like a glittering Fairy world combined with the perils of the fire swamp from Princess Bride.
Then there are the Dark Lands. This is the universe created for those who have committed the gravest of offenses. There is little way of escaping the Dark Lands, only if an Other makes a true and noble and selfless sacrifice. The Dark Lands are for those who kill for power and greed, and those who harm children, etc.
The wizards, who are all immortal, can choose other ways to punish and imprison Others who have committed offenses. Xavier, the Crystal Wizard, had a special prison constructed for Changeling Gnomes (Obsession, Mating Mini #2).
The wizards themselves have immense power, but they are vulnerable as well. They can travel back in time, but they are restricted from sharing their powers or their immortality. There is a way they can share their immortality, as you will see in Tristan's book, but they must be very judicious about it. In Temptation, a dragon story, the four wizards make a potion to aid Tristan in his quest to bring his love to Tir Na-nog.
It's fun to create new worlds. And even more fun to write the characters who inhabit them!