The Children's Anuad mentions creation being split into twelve worlds. http://www.imperial-library.info/content/oblivion-childrens-anuad
The Tsaesci Creation myth mentioned that the Egg (obviously representing Aurbis) split into twelve worlds. http://www.imperial-library.info/content/tsaesci-creation-myth-and-we-ate-it-become-it
As we can see, the world split into twelve during the Dawn Era.

What is the significance of the Twelve Worlds?