But what exactly are Planes in Pathfinder?
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I am not sure this is the same for every RPG, but I think this description from the d20pfsrd holds true for all variants of dungeons and dragons, and probably everything that is derived from that systems cosmology.
You can think of planes as different dimensions, all existing within a greater cosmology. While there are means of interplanary travel, they are usually well-separated. These dimensions are distinct, rather than a split universe type (like you see in time travel stories like Back to the Future).
Pathfinder as an example
In Pathfinder, the planes
Quote continued from above.
For more detailed information on the planes, I suggest reading the article I quoted above. I don't think it emcompassed descriptions of all planes, but you can look at the article on the Great Beyond in the PathfinderWiki
I'd suggest that you read the explanation I found in the d20 pathfinder srd about the planes It states the following:
You can find further information on the site itself. The site also contains a list of some planes like: