A Penumbra is a spirit world which is linked to a physical world and separates the two with the use of a gauntlet. While a spirit world can appear identical to its material counterpart, it's (usually) twisted through the lens of concept, metaphor, and point of view. Usually, you have to step through the Penumbra in order to reach the respective Umbral realm.
Celestial bodies, such as the moon, Venus or Mars, have their own respective Penumbra.
There are at least five known Penumbras, more are speculated to exist: