Disgaea is mostly based in the Netherworld, which is pretty much Hell. There is usually an Overlord whom oversees and often deals with day-to-day occurrence and events. The Netherworld is very large, so large that there are rumors going around about alternate Netherworlds where even more powerful demons reside. But thats just small talk from small demons of course. The Netherworld is also filled with prinnies, which basically look like stuffed blue penguins with bird legs and feet. They are the slaves of the Netherworld and attempt to atone for their sins, which got them like that in the first place. Disgaea also has an Earth and a Heaven.
The earth always has an appointed Defender of the Earth whom is like their idol and super hero. In this time, its Captain Gordan, along with his robotic assistant Thursday and beautiful sidekick/mechanic, Jennifer. Heaven is actually called Celestia, but Heaven is the easiest and most accurate reference. It isnt very well known by most other than the angels and Celestians up there themselves. It also doesnt seem to be as large as the Netherworld. All three were living in a nice balance, until one day…