The Primordial Dream is the realm of humanity's collective nightmares and the home of the Horrors that define a Beast. It is part of the Temenos, the part of the Astral Space that represents the collective unconscious; Beasts divide the Temenos into the Primordial Dream and the Bright Dream.
The Horror and its Lair exist in the Primordial Dream, and Beasts have innate ability to use any existing supernatural portal or gateway to access the Primordial Dream (even if that gateway normally leads somewhere else, such as an Avernian Gate). While in the Dream, a Beast always knows exactly how to get back to its own Lair.
Geography
The Primordial Dream resembles the landscape of the real world, but dim and fragile, in an eternal night. Chambers are locations where someone's fear has left a permanent imprint on the Primordial Dream, and the Lairs of Beasts are made of up these. They appear far more lively and durable, with defined Lair Traits and sometimes a population. Outside of a Chamber, the Primoridal Dream is empty, with the possible exception of stray Horrors and Unfettered Beasts on the move.
The Day the part of the Primoridal Dream closest to the Bright Dream, where it becomes populated by phantom figures. These figures are not human, merely images of humans, and cannot truly interact. As the name implies, this part of the Dream appears to be in daylight rather than darkness.
The Mists, by contrast, are parts of the Dream that do not correspond to real-world locations. Chambers here may have been formed in other realms (the Hedge, Shadow, etc.) or may have simply lost their connection with the rest of the Dream. The space between Chambers here is shrouded in thick fog, hence the name. Larval Horrors choose Chambers from the Mists to become the Heart of their new Lair.
At the edge of the Mists is a cave leading to the Mother's Land. This is separate from the Dream and properly part of the Anima Mundi.