Nowadays this belief is commonly ridiculed, and has lost most of its adherents, but nevertheless it is quite true. In 883 GUE the First Dungeon Master explored the depths of the Eastland's caverns and actually came out on the bottom of the earth to gaze upon a brogmoid that was tremendous beyond description.
A rough estimate puts this Great Brogmoid at a zillion times larger than any brogmoid ever seen before. Its mere shoulder hairs were like mighty trees.
On the same day as this remarkable discovery, Curse Day 883 GUE, the first Dungeon Master also hiked to the top of Mount Foobia and discovered the foot of another Great Brogmoid. Apparently, not only does a brogmoid hold up the world, but upon the world is standing another brogmoid, which can only be presumed to support yet another world.
It can also be discovered (but not recommended) that below "our" Great Brogmoid there is yet another alien world, full of molten lava and inhabited by giant blue slugs.