I love strange dimensional happenings/alternate universes or locales and find them interesting rather than immersion breaking so long as they are in keeping with the overall game and have some reason for being there. A lot of games have portals or ways to other places (e.g Elder Scrolls: Oblivion where you can visit the daedric places and indeed in Divinity 2 many, many times!). Day/Night cycle would be great too especially if there's time and funds and perhaps certain skills chosen can be affected by the cycle.