The Planes

The various planes of Mistral are surrounded in myth and mystery. Knowledge of the planes is spotty at best, and completely unknown to the majority of the population. Unlike most settings, the Shadowfell and Feywild do not exist (at least, not to public knowledge).
Most folks believe in the existence of an afterlife, a realm beyond death that varies according to the way you live your life. When an individual dies, a God lays claim to their soul and guides them to their afterlife. Depending on the God, this can be an eternity of bliss or a hellish landscape.
The theory of other planes of existence originates from the belief of an afterlife. Supposedly, each God holds dominion over a separate "realm" that is influenced by their attributes. These realms are known as the Divine Realms.
Those who subscribe to this theory refer to the "Material Plane" as the Mortal Realm. They believe it to be surrounded by a mess of elemental energy, which is known to bleed into the Mortal Realm every so often. 
The Border Ethereal exists as a misty, foggy place that overlaps the Mortal Realm, and there is thought to be a vast, empty sea of thoughts and dreams that separates the Mortal Realm from the Divine Relams, known as the Astral Sea.
The Realm theory is the most widely accepted by academics, though it has yet to be proven.

Traversing the Planes

Planar Magic

Magic that allows planar travel is not something that high level mages can learn on level up. A character will need to put in work to research the spells and the requirements to learn them - whether they ask otherworldly entities or study ancient libraries is up to the player.

A Bridge Between Worlds

There are rumours amongst academics of the existence of a link between the Mortal and Divine planes - a tenuous connection which could theoretically be used to venture into the afterlife. However, the theory has never been confirmed and all those who have tried to locate it have disappeared.