A Fear's domain is an extension of the Fear, a living dimension that lives as long as it's master lives, and is full of beings and objects related to that Fear. The Fear can, however, change his or her Realm to their will, making it look completely different or changing aspects of it.
A realm can have any feature a Fear wishes it to have, space, planets, stars, deserts, woods, they can make their realm look like anything they wish it to look like. However, the "default" realm is an infinite, flat world that stretches on forever, with features directly or indirectly related to the Fear.
Realms have several "layers" which require you to go into the realm to access. As you go deeper into a realm, the realm begins to get more and more Eldritch and at some points, breaks the laws of physics.