Cosmere is universe created by Brandon Sanderson for his books, its a small galaxy with many planets called shardworlds, usually series are independent from each other but the really cool part is that there is handful of characters (at least named) that can jump between those planets, and those characters are called worldhoppers and they can appear in series that normally wouldn't be connected to each other, and due to fantastic character writing of Brandon, you are always pleasantly suprised when a character from one series appears in another.