nirn, or mundus, i've heard it called either
Tamriel is the continent, Nirn is the planet.
The Mundus is Nirn and its orbiting sattelites and planets.
Beyond the Mundus lies Oblivion and beyond that Aetherius.
All these things combined plus outer realms not mentioned above is called the Aurbis.
As for the reality of this, Imperial Mananauts have been to the moons, Altmer Sunbirds have pierced the Aetherius.
Various gods are very real and interact with mortals and there is simply zero evidence in support of a more traditional physical universe as the one we inhabit, as opposed to the mystical universe for which there are countless tales and lots of (circumstantial) evidence.
http://www.imperial-library.info/content/cosmology
Edit: To Huleed:
There is also the orrery in Oblivion.