Omg headache headache ! this is extremely confusing....
I'll try and explain it from the start then. There are multiple creation stories in the TES series, however this is formed from the most mainstreamed ones.
Originally there is only the void, and within this void there is two brothers, Anu and Padomay (AKA Sithis). Padomay who represents change and Anu that represent statis are responsible for all of creation, from the void they create Oblivion and Aetherius.
Due to Padomay's influence of change spirits start to inhabit Oblivion but they're unable to do anything as time does not actually exist yet, it is not until one of these spirits, Akatosh achieves godhood that time is born (Akatosh is time itself) and his influence affects all of Oblivion. From Akatosh's power many other great spirits are able to transcend from their spiritual forms into gods (the Aedra and Deadra lords/princes). Each of these gods that transcend in this way form plane(t)s/realms of their own. Some have just one, others have many thousands of planets. Sheogorath for example has the realm of the Shivering Isles. Each of these planets expand Oblivion. Lesser spirits unable to transcend either become servants of the Aedra/Deadra lords or continue to roam oblivion hoping to achieve godhood themselves.
Padomay creates himself a son called Lorkhan, Lorkhan then starts coming up with a grand vision of a great planet(Nirn)/mortal realm and draws the attention of some of the gods and spirits into his vision. From Lorkhan's visions, Magnus creates plans for this great planet and the gods and spirits that Lorkhan has allied with get together, all of this gods and spirits are the Aedra. They all start pouring their power into the creation of this grand planet, not knowing that Lorkhan's plan will weaken or possibly even kill them; Lorkhan however seems to be aware of this as he himself plunges all of his power into the creation of this great planet and his heart falls to his creation, Nirn. Many of the Aedra withdraw when they realize Lorkhan's deception but for many it is already too late, they have lost too much of their divinity and they become mortal, separated from the spirit planes of oblivion.
Magnus withdrew first and fled to Aetherius, when he did this he tore a hole in the fabric of space where the light of Aetherius pours into Oblivion from (this forms the sun). On seeing their father flee before the creation of Nirn was complete the Magna Ge (children of Magnus) followed their father, each creating smaller holes which became the stars. The Remaining Aedra that managed to hold on to their divinity/immortality became unable to interact with Oblivion or Nirn but were able to act as a barrier, limiting the influence of the Deadric lords on Nirn. The most notable of these are Lorkhan and the 8 Divine, only two of the Aedra have ever been able to walk on Nirn, those being Lorkhan and Akatosh. Some of the Deadra Lords at some point have been able to walk on Nirn but were banished either by the Aedra or their champions.
The plane(t) gods and spirits that did not partake in this creation of Nirn are the Deadra.
The realm* that Nirn exists in is called Mundas and the Deadra are unable to enter Mundas freely, tho they have some limited power to interact with Mundas.
*not to be confused with Dimension, Nirn and Mundas exist within Oblivion.