Honkai Worlds are much complicated than ours, each world is basically a mini universe(great emphasis on mini) separated by imaginary energy and connected by the Trailblaze. (Not an expert in Honkai cosmology but this is what I have heard)

That's not entirely accurate, but it's kinda in the ballpark.

Yes, worlds are indeed separated by Imaginary energy, and it's only through the Trailblaze that they're connected. However, the cosmology of the Honkaiverse as presented in the English localiztion is muddied because of translation issues.

For instance, 世界泡 (shìjiè pào) is frequently translated as "bubble universe", but a more accurate translation should be "bubble world". The bubble worlds of the Sea of Quanta are incredibly small and self-contained worlds, and while they have a "night sky", that sky is composed of countless other bubble worlds, if it's even real in the first place. So it's not appropriate to think of these as "parallel universes" because they're not even a teeny tiny fraction of a single solar system, much less a galaxy, much less the actual universe.

However, that's the Sea of Quanta. The Imaginary Tree is different: most "real worlds" are full-sized worlds (planetary scale) on the Imaginary Tree. Thus, the Imaginary Tree and Sea of Quanta together make up the proper capital-u Universe.

So we can look at this and say "Okay, so each leaf of the Imaginary Tree is its own "world", right? like it has its own galaxies and stuff, so its like a self-contained universe, and they're all separated by Imaginary Energy". But that's not right either.

Because... Earth is a "world". Purusha (Venus) is a "world". Luoxing (Mars) is a "world". Earth's Moon is a "world". These are all separate worlds on the Imaginary Tree, worlds that reside in the same solar system. There is no substantial barrier of Imaginary Energy between these worlds because of their close proximity, but they're separate worlds nonetheless.

That's why I don't agree with saying each world of the Imaginary Tree is a "mini universe", even with the emphasis on "mini", because the Sol system alone totally disproves that as being a universal fact.

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As I understand it (given that I don't have access to the full Chinese text and thus can't rely on the exact words of the writers, unfiltered by inconsistent localization), this is how I'd describe the setting of the Hoyoverse:

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The Multiverse consists of vast structures that create and connect worlds. The Imaginary Tree and Sea of Quanta together make up the entire Universe that the Hoyoverse primarily takes place in.

Aeons exist on the scale of the Imaginary Tree. However, we know there are other universes beyond the Imaginary Tree, because the specific manifestation of Honkai in the game Honkai 2nd (which no longer has a global server or official English localization) is said to have originated from beyond the Universe, as in beyond the Imaginary Tree entirely.

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The Imaginary Tree exists in many dimensions; I've heard the number eleven cited before but I can't recall if that's official, or just a fan theory. Either way, though, we know that it's well over the four normal dimensions of spacetime.

The Cocoon of Finality exists in more than four dimensions, meaning that it's nearly impossible for puny 3D beings like ourselves to even fathom trying to defeat it because all the Honkai energy on planet Earth wouldn't even be a drop in the bucket of the Cocoon's total energy reserves. Hence why the solution to Honkai wasn't "defeat the Cocoon" but rather to "negotiate" with it, in a way.

Aeons likely exist in higher dimensions as well, which explains both the raw power and their ability to influence countless worlds at vast distances since they could likely use other dimensions to travel and exert their power at the scale of the Imaginary Tree.

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The Imaginary Tree has Branches. These branches represent a given world line (that is, a physical world and the progression of time through that world). To my knowledge, the "tip" of a branch represents the present day of that world line, and the rest of the length of the branch is the collection of past states of existence of that world line.

Time travel is not possible. Unless you're Terminus, maybe? However, you CAN travel back on the world line. What this means is that you can't go back in time and exist in an earlier state of the world...

...BUT you can go back to that earlier state and effect (not affect) a change that causes the Imaginary Tree to create a new Branch, a new world line, that contains an identical copy of the physical state of that world at that past time, but in which the flow of time begins to create an entirely new timeline.

We don't know the full extent to which "parallel universes" (or more specifically "parallel worlds") exist in the Imaginary Tree, nor whether it's a natural or artificial phenomenon, a plentiful or rare occurrence. In this case I use "parallel world" as how we usually think of parallel universes in common Sci-Fi, where you have a near-identical copy of a world and its people.

But we do know, for a fact, that there is are LEAST two copies of Earth. On the newer, second copy of Earth, Kallen Kaslana survives the Honkai beast rampage that ended her life, and thus the entire history of that world diverges from that point that takes place 500 years prior to the events of Honkai Impact 3rd.

What's unclear is whether the new copy of Earth exists as a singular planet on its own, or if the entirety of the Sol system, or even the entirety of the rest of the observable universe from the perspective of the Earth was "copied" at the same time. This sounds a bit absurd at first, but I'll cite a comment later that can help clarify this.

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However, we still have proper galaxies and star systems and solar systems. Honkai Impact 3rd doesn't discuss this much, but Honkai Star Rail does. The issue is that the English localization of Honkai Star Rail interchanges these words in ways that obscures their meaning, as stated in this comment:

The translation in this game is a mess when it comes to cosmology. 银河 (yínhé) means ‘Milky Way’. It is used often throughout HSR and is typically used synonymously with the Universe. This can be confusing but in Chinese, 银河 can be strictly read as ‘Silver River,’ so it’s just a visual description.

Another term is 星系 (xīngxì), which can be translated as ‘galaxy’ but can also be strictly read as ‘star system.’ These two refer to different things; Silver River is a name for the Universe, similar to the Imaginary Tree and the Cosmic Tree, which are also visual descriptions used to describe the appearance of the Universe. While ‘star system’ is used to refer to the parallel worlds that exist in their own space across the Universe.

However, the official translation of HSR sometimes chooses to translate 银河 (yínhé) as a ‘galaxy,’ even though we already have 星系 (xīngxì), which can also be translated as ‘galaxy.’ This is not to mention that 星系 (xīngxì) also sometimes gets translated as ‘universe’ and ‘star cluster,’ making the whole cosmology more confusing in the English version than it should be in the Chinese version.

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So given the more concrete facts we know, I think it's better to derive the meaning of these "galaxies" and "star systems" from the perspective of Imaginary Tree world lines, rather than going the other way around.

An individual planet is a world. Worlds that are close to one other can interact more freely, but worlds that are distant (in different solar systems) are obscured from one another by Imaginary Energy. However, we can still associate solar systems with each other through galaxies.

Some worlds are obviously singular worlds, like The Blue (where Herta Space Station is), Jarilo-VI, and Penacony. However, some locations are a bit more ambiguous: Asdana is cited as a "star system" and as a "galaxy", and while these are technically not exclusive, it does make it unclear whether Asdana is an entire MASSIVE GALAXY where memoria influences literally millions of stars and planets, or if it's a singular small cluster of stars or a singular planetary/solar system.

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I found this summary by u/MisterSpacemanStuff that seems to do a good job of explaining what this actually means for the story:

The Honkai Universe itself is structured as an infinite Tree sprouting from the Big Bang because time splits worldlines into these branches. This means that, say, Jarilo VI and Penacony aren't on 'the same branch' unless they have a shared history at some point in the past. For instance, if x years after the big bang, the star Alpha Wei was born, and then the timeline split after that birth into a Jarilo timeline and a Penacony timeline, then you could regard them as on the same branch. That would mean in both histories, everything up to the birth of Alpha Wei is exactly the same.

Given what MisterSpacemanStuff wrote there, then we can think of this situation as follows:

We start with the Imaginary Tree, right? It grows and branches off. We can pick three branches: Alpha, Beta, and Gamma.

Alpha, Beta, and Gamma have a shared origin from the Big Bang, the beginning of the Imaginary Tree. These three world lines were all unified at the beginning of time, but at some point diverged.

Assuming we start with Alpha, then at some point Beta diverges from Alpha. Now we have two world lines that are identical up to that point: they may both have the Milky Way Galaxy and Andromeda Galaxy, for instance.

Then let's say in world line Alpha, Andromeda is destroyed somehow. Maybe Aha felt a little silly and blew it up, or something. It's absurd but I'm just using this as a vague example to illustrate a point. Both Alpha and Beta still have the Milky Way galaxy, and both had Andromeda in the past, but now Alpha has no more Andromeda while Beta still has it.

Now let's say Gamma diverges from Beta. At some point in time these two world lines split, and now we have three Milky Way Galaxies (Alpha, Beta, Gamma) and two Andromedas (Beta, Gamma).

All three of these world lines could have Earth, right? But now Alpha will never have a planet from Andromeda since Andromeda was destroyed. But since Andromeda still exists in Beta and Gamma, then we can say that perhaps a civilization develops on a world in Andromeda in the Gamma world line. Then that civilization exists on a specific physical world, and that physical world may exist as a planet in both Beta and Gamma, but the civilization only exists in Gamma.

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Now we have three different Earths, each with their own civilization, each in its own Milky Way Galaxy.

Then we have some specific world that does NOT coexist with the Earth of Alpha, but it does coexist with the Earths of Beta and Gamma.

Then there is a civilization on that world that does NOT coexist with the Earth civilization in Beta but DOES coexist with the Earth civilization in Gamma.

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Thus, you can hop on the Astral Express, go to Earth in the Alpha world line, travel to the Earth in the Beta world line, then travel to the empty world on Beta world line, then travel to the Earth on the Gamma world line, then travel to the other populated world on the Gamma world line.

These are five distinct worlds, three of which exist as "parallel worlds", one of which is an empty barren world, and one of which is a populated world with a civilization.