The Last Continent by Terry Pratchett (Discworld 22)

"People don't live on the Disc any more than, in less hand-crafted parts of the multiverse, they live on balls. Oh, planets may be the place where their body eats its tea, but they live elsewhere, in worlds of their own which orbit very handily around the centre of their heads."

The twenty-second Discworld book focuses on our hapless 'wizzard' Rincewind, the staff at Unseen University, and as the title suggests, a hitherto mostly conjectural land mass, although not to the people that actually live there.