So I researched astral stuff a while ago, here's my understanding of it. Not based on my own experience, and I'm not saying it's real either. In addition to the physical world we live in with it's physics, and objective consensus reality, there are many other layers of reality with different rules. There are possibly infinite areas in the astral. Other entities live in astral, all over the place. There are some places that are similar to the physical world; if you have an out of body experience, you may find yourself in a layer of the astral which is so similar to the physical that you think you are like a disembodied spirit walking around your room. But maybe the walls are a different color or other odd differences (because it's not actually the physical world).
There are layers of the astral that are "thought reactive" where if you think or imagine something, it will appear. You might think you met an entity there, but it was a creation from your mind. If you have intrusive thoughts, those could come to life and scare you. It can feel very real, however. You could essentially imagine any cool thing you want to experience like a lucid dream. Dreams and Lucid dreams are said to happen in the astral plane, in like a personal area based on your own mind.