Yes we exist at multiple levels simultaneously. However we are aware only of the level with which the ego is identified at a given moment. These levels and their forces and energies are all the time impacting us because in some way we are connected to them. As we evolve and develop (through lives) we begin to become conscious of our self not only as a physical body but as a self of desires, self of emotions, self of ideas, even a spiritual self. This development takes place as we begin to become aware and awake in these realms. As we become active in these domains, the consciousness and energy of these planes begins to form in us corresponding bodies. Initially these bodies too dissolve after the dissolution of the body. Later as we evolve through some more lives these bodies begin to arrive at a certain degree of independent existence and can continue to remain even after death. Even the soul can continue in these bodies after withdrawing from the physical. That is how we evolve towards higher and higher states, higher and higher types of humanity.
Affectionately,
Alok Da