I've been thinking about this too often and I think it would be better to just write my ideas and move on. As always, I don't believe my opinion is valid, until the author decides, well nothing is right or wrong. It is possible that the author might even incorporate a really good idea into their story in their own way. Not that you would know, unless the author states that to be the case. Regardless, I have been thinking about Cosmere Universe a bit.
Major Spoilers, read at your own risk
Theory About Adonalsium And Cosmere History
I'm unsure where I heard it, I believe it came from one of the books Brandon Sanderson wrote or might have been from The Way of Kings, if any of his books at all. The idea is with sufficiently advanced technology, how would you know it isn't magic? If you were to send back a TV to medieval times, they would probably think you were a witch and that it worked on Magic.
The idea of Adonalsium is similar to me. From the text of The Way of Kings, what if Adonalsium was a device of technology created by beings and it went horribly wrong? The Shards were men at one time and therefore it holds to some reason that they were mortal and came across the power somehow.
There are other theories, of course. Given Japanese mythology found in games and other science fiction, it is possible that the explorers came across Adonalsium in their journeys and never created it. Experimenting with either the device or substance caused the shattering of the device or substance into shards which were absorbed into the men and women around the Adonalsium.
I do quite frankly hope Brandon doesn't state the beginnings as Earth. It is great when it was the first time and if he does end the mystery that way, then hopefully it is the first time someone has came across it. I'm not saying it is terrible to do that, The Sigilverse did it that way and it wasn't terrible. I did groan, but meh, I also think that any explanation will be disappointing. It is nice to discuss the possibilities.
My point is simply that given the current understanding that Adonalsium could be technology far more advanced than anything in the current worlds. Well, the same could be said about the Cosmere. If you discovered that you could travel through what requires "magical" means, then how else would you explain it? That is to say that it could simply be another name or explanation for "Hyperspace".
Why My Theory Is Slightly Flawed
Brandon Sanderson doesn't follow normal rules of science fiction and fantasy. His worlds combine elements of both actually. Not completely fantasy in the traditional sense and not completely science fiction either. The problem is that the Gods really are Gods and the magic really is magic. It would make sense then that technology wouldn't be in the traditional sense either.
What is obvious is that there use a single world where the Adonalsium existed, whole and unbroken. Events long before any of the current books, something happened that both fragmented Adonalsium and made "gods" of men. I'm interested in knowing the history, because it seems quite intriguing. Given what Brandon has been capable of in his previous books, I expect something I hadn't even thought of. I suppose it is a limitation of my mental comprehension and lack of creativity.
There are hints in the book. Damnation must be an physical place, because after all, it is possible to bring the dead back to life. It is after all extremely difficult to do and seems to require the power of Gods to do it. The fact that it is possible proves that the dead do exist on another plane accessible by Gods and in theory by some forms of magical systems.
It is in my opinion possible that the easiest way to travel the Shardsmere is death. It is possible that everyone ends up at the same place in death and it is a terrible, terrible place. However, given the similarities of Damnation to Hell, it is probable that the atheist or anti-Damnation might exist. There has been so far, no proof of this. Most likely Damnation is all fire and brimstone because of Rayse taking it over and making it so. If Damnation exists on the Spiritual plane of the Cosmere, then it makes sense that Gods would have control over how it functions and looks.
Gods have limitations. Rayse can't simply thread over the other Gods and can't go against his shards nature. I find it difficult however to believe that the Spiritual realm would be limited in dimension.
Not a lot of information to go off of. I kind of like the stories where people exist waiting to be born, kind of like the old mythology tales of Greek Gods. Again, not a lot of information on the Spiritual realm, so far.
Why I Enjoy The Cosmere
I enjoyed the Sigilverse a lot when it came out. I couldn't help but to think, "The only thing better than this would be if it was in book form! That way you could extend the universe in ways you couldn't in comic form." To me The Cosmere is that idea come to fruition. The Branson Sanderson books in the Cosmere isn't exactly what I was hoping for, since I kind of wishing for Sigilverse stories by many authors, kind of like Star Wars extended universe.
The main reason I think is the foundation that Brandon Sanderson is setting up for future authors. It is possible that having a multiverse could get old very fast, depending on how many shitty authors try to saturate the genre. The only other problem is that there are just so many ideas for multiverses, or at least from what I can predict. I think that with every multiverse that is created and extended, it is possible that the ideas will become better. You can see the evolution of Fantasy, Science Fiction, Zombies, Vampires, etc where the modern interpretation makes the classics seem dull.
The only problem I have really, is that Brandon has set up his multiverse with many books and many of them aren't even written and let alone published. It will probably see him make a lot of money, but I do hope that he lives a long, long time. I also hope I live a long time as well. The build up and anticipation so far has me wondering, "What will the final history of Cosmere be?"
Why I'm Most Likely Wrong
The problem is that I assume that each planet is in its own universe, creating a multiverse (not the correct term for it, but whatever). Even if each planet is part of the same universe or even same galaxy I don't think it matters. Given the distances and improbability of interstellar travel, the distance between the planets doesn't matter. It is simply a matter that the shardsmere be the only want to travel since normal technology would never allow you to traverse the distance if multiple universes or even multiple galaxies. Well, this does assume normal physics rules and I know that doesn't apply in science fiction.
One of the themes that I think Brandon uses is that the mind allows for interesting possibilities. Meaning that it is possible only with the mind what will never be possible with technology. Using a short story. It might be assumed that Shardsmere is the only way to traverse large distances or even multiple universes.
I'm starting to go off on tangents, but I like to get as much thoughts out as possible since many of them are wrong or at least not well thought through. At the very least, I hope to get them out of my mind so I can think about other subjects. Also, I'll like to put my own thoughts and interpretations out there before I go off and read other theories from people.
Regardless, I've assumed that like in Mistborn, that the humans were created. I'm starting to think this is incorrect, except maybe in Mistborn planet, where the gods did in fact create the people on the planet in the likeness they seen before.