Hmmm...

A core of water, with a "layer" around it. Taking the Dyson Sphere concept, what about a sphere within a sphere within a sphere around a water core? A "Layered World", if you will. With as many "layers" as you might wish to use, each a "world" unto itself. Until something happens to "open" these worlds, each to the others.

Perhaps the number of "layers" would depend on the number of players?