Some of these planes encompass one aspect of the universe; The Elemental Planes, the Planes of Life and Death, or the Plane of the Unliving. Other planes are world's which other creatures call home. All of these planes lie spread throughout the Void, and the Void itself is not devoid of life. Many creatures, ancestors and entire races call it home.
These other planes are not to be feared. Though it may seem to the average Erdrejan that the Void and outer planes only hold demonic creatures that wish to feed on anything that crosses their path, this is not true. Many creatures out there are friendly, some wish to trade and others just like to travel from place to place and experience new things.
This is not to say that you should wander around the Void unprotected, or decide to visit the Plane of Fire unprepared, anymore than you'd visit a new land in Erdreja without making sure you are properly equipped.
For those that have more interest in the Void, the best place to gain knowledge from would be the Mages Guild, who guard and maintain the ritual circles.