The Immortals are the first beings of Creation, and the first creators.
Their first creations were themselves, constructed by force of will from the primordial chaos.
Their second creations were havens in the chaos, places where they could live for a time out of contact with the chaos that was ever trying to unmake them. These havens proved unstable, and were periodically breached by the chaos, leading to both tragic deaths and the creation of more Immortals, who emerged as order was imposed on the chaos and the breaches were sealed.
Their third creation was Creation, the multiverse, a place of stable worlds where they could live without the constant danger of the chaos that lay outside the borders of the havens. But even as the multiverse was formed, war came to the Immortals, between those who most valued order and security, and those who most valued freedom and liberty. Each denied the other passage to Creation, and continues to deny it to this day.
Now, no Immortal can physically travel to any part of Creation, although they may construct avatars or possess mortals in order to do so by proxy. War in the havens is dangerous because their havens are unstable, and war carries the risk of a breach. But the conflict continues by proxy in Creation, as each side battles for the hearts and minds of the creatures of Creation, in hopes of gaining an edge that will eventually win the war.