Roger Penrose proposed three worlds and three mysteries. The three worlds are:
The physical world. This is the world where we exist. There are chairs, tables, there are stars, there are galaxies, and so on.
The world of our consciousness, if you like, a mental world, the world where — this is where we love, where we hate, you know, and so on; all our thoughts are there, and so on.
The world of mathematical forms. The theorem of Pythagoras , imaginary numbers etc.
Three mysteries. One mystery is that somehow, out of the physical world, our world of consciousness has emerged. A second mystery is that somehow our world of consciousness, or mental world, gained access to this world of mathematical forms; that we were able to invent and discover all these mathematics. And third and maybe most amazing mystery is that we find that this world of mathematics provides the explanations for the physical world.
Three worlds and three mysteries, which, of course, at the end of the day are all part of one universe