Technically two different Horizons exist. The First Horizon lies at the edge of Earth's atmosphere and is studded with Horizon Realms, including the Shade Realms. It is comparatively easy to cross. More dangerous in the Far Horizon, which corresponds roughly to the location of the asteroid belt. This Horizon cannot be crossed except at specific Anchorheads, which are usually heavily guarded by powerful spirits. Beyond it lies the Deep Umbra.
The space between these two barriers is sometimes, confusingly, called the True Horizon.