The Nine Realms were a group of universes comprising a Universe Cluster, all connected by the Cosmic Nexus that was Yggdrasil.
'Not that they know it's a Cosmic Nexus.'
These universes were ruled by four dominant races: the gods, the Dwarves, the Elves, and the Giants.
Among them, the gods and the Giants stood at the peak of power, their might surpassing even that of the Elves, despite the Elves also ruling over two universes.
Asgard and Vanaheim belonged to the Aesir and Vanir gods, while Jotunheim and Muspelheim were ruled by the Frost and Fire Giants, respectively.
Lucifer's destination, Muspelheim, also known as the Kingdom of Fire, was a 'fiery universe' in the south of the Asgard Cluster, opposite the Kingdom of Ice, Niflheim.
From the direction Lucifer approached, he had to arc around the edge of the cluster, steering clear of Svartalfheim and Nidavellir, before finally entering Muspelheim from the side.