The Multiverse is composed of several different types of dimensions that all revolve around a single story. While it is known that the Human Realm and Phantom Dimension were both revealed in the first and second volume(s), the question still remains of where the other dimensions came into play.
If you are familiar with the side story tab, you may already have a clue as to the creation of ONE particular dimension. As for the rest, they are later creations by the author whom decided to mix things up for the third volume.
In "YoYo Kid Mike 3: The Rise of King Proxy", Mike accidentally warps through the dimensional gate from his world to the Gorndoff Dimension, where he meets Prince Ananzo. He must assist Anan in the retrieval of the Rings of Phemeadia which sends both Mike and Anan on a world jumping adventure. Thus the creation of the other dimensions!
The author simply wished to set the theme of the story in compliments to Ananzo's weapon accessory. There are a total of six gem pieces that are a part of the Rings of Phemeadia. Six gems means six worlds. Bada-BING, bada-BANG, bada-BOOM!! It was decided to make the new dimensions official!
If you have questions about the creation of each world, post a comment or simple create a new topic for the particular dimension.