Warning: This page assumes that you are familiar with the Cosmere, and will contain no spoiler tags.The universe occupied by many of the works of Brandon Sanderson. Due to his desire to create an epic length series without requiring readers to buy a ridiculous amount of books, he hid connections to his other works within each book, creating a "hidden epic".Long ago, a mysterious being called Adonalsium existed on a world known as Yolen. Something happened that made Adonalsium shatter into sixteen Shards, along with Yolen itself breaking, each of the Shards bearing immense power. By taking up these Shards, sixteen people were able to create new worlds, sometimes working in tandem, populating them with people and powering different types of magic. However, over time they came to be molded to the Intents of the Shards. Now, a mysterious man from Yolen called Hoid travels between the Shardworlds, while the people of those worlds rise to become heroes, sometimes coming into contact with the Shards.There are currently eight Cosmere books: seven full length books and one novella, along with various short stories. These detail the adventures of the people on the Shardworlds created by the people who took up the Shards of Adonalsium. The books and worlds of the Cosmere are:
Bigger Bad: As of The Way of Kings, it looks like Odium is shaping up to be this, having caused major problems in Sel prior to Elantris and being feared as a very dangerous figure for the whole of the Cosmere.
A man named Hoid has appeared in every single Cosmere book except for The Emperor's Soul, where his character's actions are important, but he is only named in a deleted scene and by Word of God.
In The Way of Kings, Galladon from Elantris, Demoux from Mistborn, and a man presumably from White Sand appear in the Purelake, searching for Hoid.
Per Word of God, there are worldhopping characters in the earlier books of the Cosmere, but they are only meant to be identified retroactively.
Crisis Crossover: The Stormlight Archive is shaping up to be this, with direct references to the Cosmere and various Shardholders and Shardworlds, a direct danger to the entirety of the Cosmere, and a collection of Planar Champions from various other Cosmeric series coming to Roshar after Hoid. Word of God even refers to it as "the big epic".
Dimensional Traveler/Planar Champion: Various characters, by way of the Cognitive Realm. Hoid is the most prominent, with the group of Seventeenth Shard members in The Way of Kings being close behind.
Sufficiently Analyzed Magic: Each book in the Cosmere (except Elantris) has an appendix "Ars Arcanum" that makes a summary of the magic system of that world as it is known by that point in the series. According to Word of God, these appendices are in-universe, meaning someone is compiling them. The actual analysis varies within the stories themselves, from scientific theories such as those revolving around BioChroma to entire libraries devoted to the study of the magic system like the one in the city of Elantris, to simple listings of general capabilities like those of Surgebinders.
Wham Episode:The Way of Kings for the overall Cosmere arc. The connections between the Shardworlds are acknowledged, Hoid gets a larger role, a group of characters from other books appear on a hunt for Hoid, we get introduced to Shadesmar, the Cognitive Realm, and we find out that there is a guy going around and killing Shards.