Diagram is not to scale.
The Surface contains perfectly normal Fantasy Feudalism. Dungeons, farms, castles. Plagues, wars, and taxes. Also, the bits of the ocean you can sail across and dive to without special equipment.
The Littoral zone is the start of the Veins of the Earth. Surface rules are bent here but not fully broken. Creatures here survive mostly on runoff and nutrients from the surface and may have even seen the sun. If the random encounter tables for this zone were a film, it'd be C.H.U.D.
The Profundal zone is an intermediate zone. Surface rules are broken; new rules are creeping in from below. Some creatures here rely on the surface, but most have no conception of a world above their own. If the random encounter tables here were a film it'd be Alien.
The Abyssal zone is the end of the Veins. The deepest points join up with Hell itself. Creatures here obey their own rules. Their chain of life is disconnected from the surface and the sun. If the random encounter tables here were a film it'd be Solaris.
Side Note: the hexcrawl I'm working on covers only the Littoral, Profundal, and Abyssal zones.The Nightmare Seas are pockets of water trapped in the crust. Some are connected to the oceans. Some are isolated. Fish with strange upward-facing eyes and fish with no eyes at all. Colossal squid. Horrible things. Shimmering volcanic rifts and crustaceans of unusual size. Psychic whales and the falling forgotten dreams of surface creatures.
Hell is a vast network of plate-like caves and chasms and cities. It's real, and you can walk to it if you know the right path. Souls here are shriving their sins, or wandering, or drifting downwards to the Final Pit. Hell has outposts below every city (to catch the souls). If someone has died in a place, there is a tunnel to Hell below it, though the tunnel might only be as wide as a hair.
Below Hell, the Undersun. It moves through rock, slowly heating it, churning the engine of the world. A spiral orbit, eccentric, out of sync, aeons long. Roots of plants grow down, seeking the Undersun. Undersolar flares burst off and form volcanoes.
There is also an Undermoon whose orbit is even wilder and stranger. It bounces between the surface and the Inner World like a loose ball bearing in a turbine. Its passage causes earthquakes. It might be hollow and full of elves. If it bonks into the deepest part of the Veins you might be able to hitch a ride.
The Inner World is almost completely unknown. No surface soul returns from so near the Final Pit. Is it hollow? What could live down there, crushed by pressure and scoured by heat? Perhaps they ask the same questions of the surface, open to the pitiless sky and the eternal vacuum?
The Final Pit is oblivion. Some ecclesiastics think it is another kind of Hell. Some think it is far worse.
Imagining DepthThis isn't particularly useful for a game with a mythic underworld, Undersuns, dragons and all that, but I couldn't find any decent to-scale diagrams on the internet so I made my own. Let's say the rocky crust is 30km thick - a good solid value for most of the world, I think.
4 km down, water coming out of the rocks is ~45 degrees Celsius (113 Fahrenheit for the barbarian tribes). That's warm, but not deadly. You could learn to live down there. Some rock seams can get much hotter.
Every kilometre you descend, the water temperature rises 30 degrees Celsius. I've drawn a "sauna line" at 90 degrees Celcius (194 Fahrenheit) Below that, without special equipment, I can't imagine anyone living comfortably for any length of time. That means, give or take, that the maximum depth humans could safely visit is about 5.5 km. Below that, you'll boil.
I've included a to-scale diagram of the earth's crust (30km thick), with the a typical dungeon, the world's deepest cave, and the world's deepest mine marked to scale. Click to zoom in.
And just for reference, here's the radius of the earth compared to that 30km crust segment. That little grey bar at the top is the 30km crust.
On the other hand, this drop in Ellison's Cave, Georgia is a mere 180m from top to bottom. Seems plenty deep to me.