Interdimensional heroes tend to come and go over the years but its worth mentally noting in the background where they actually appear from and where do they disappear off to next ? It's a narrative that underpins all sorts of adventures and characters such as Quantum Leap, The Matrix, Sapphire and Steel, Dr Manhattan, Rick and Morty and Mr Benn to name but a few.
It is a brave GM that stretches themselves across several universes but providing that the detailing is in order than a party can be afforded some scope to follow their whims. Bearing in mind that some environments are a life's work, Tolkeinesque commitment isn't necessarily required to deliver an immersive experience; just make sure your party are kept busy. But sometimes you can get away with sheer shock value, at least for a while and GM Alexi has initiated his first dimensional jump of The Strange into Tellytubby land. This shocked me and I'm not even playing in it.
The sheer impact of the reality does start to give way to logistics as of course Tubby language is very primitive but I understand from the players that more complex communications can be achieved using ones built in monitor. Given of course that the entire universe consists of a small green hill, I trust their dilamma will be short lived. Where they will jump to next will be anyone's guess, though if I were to guess....