Question related to the ffxiv lore...

[Catapult]

It is a hard question to answer, since SE have never handed down a definitive answer, although there are clues.

The best term might be multiverse. While each world (Ivalice, Spira, Hydaelyn, etc) is its own existance and shares no mundane history, these worlds are bound together by what we call the Void.

As XIII-2 and also some parts of XIV have suggested, mess with the fabric of your world too much and the stability of what separates it from the Void will break down, allowing all sorts of mayhem to leak through. This includes but is not limited to:
- Gilgamesh, who gets trapped in the Void more often than he would like.
- Omega, destroyer of civilizations.
- Shinryu, who seeks power.
- Characteristics of other worlds, such as the odd cameo.
- Other nhilistic or consuming powers, such as atomos.

There is a school of throught that follows the ashes-to-ashes dust-to-dust mentality. ie: From the Void the world has come and to the Void it shalt one day return. This theme runs strong in XIII-2 and is exemplified with Etro's gate.

Dissidia also presents us with a world that is breaking apart at the seams so much that things are leaking in from just about everywhere. This allows beings from other worlds in the Void where their own structure has also grown somewhat strained for whatever reason to be summoned over.

If you apply a Kingdom Hearts theory, Disney worlds are also within the Void, though that is stretching the theory.

So to put the theory more simply, the Final Fantasy multiverse is the Void itself and each world is crafted from it.