[1] Of course, the Conceptual Dimensions exist on the boundaries of Myth Space, where the four dimensions of Earth's Cosmos--length, width, depth, and time--are but four of many different dimensions. In the Conceptual Dimensions there are no planets or suns, or even black holes; such things are products of and natives to the "solid dimensions" [2]. In the Conceptual Dimensions the natives are warmed by the ideas of love and compassion and Pi and where the "space" of the Dimensions are warped and gradually eaten by the singularity concepts of hate and logical paradoxes. Concept Space contains ideas and archetypes and icons, which affect other ideas in the same way that stars and planets affect human beings and meteors.
Which is why Grzny had no real "homeworld," but instead a cluster of thought concepts, which spawned Grzny and many other quite similar progressions, like Grzny's spawning partner Dkrtzy RRR who had gone on to fame as a Green Lantern on Earth-1 of the solid dimensions.
[2] A somewhat derogatory phrase for universes and dimensions such as Earth's Cosmos, usually uttered by a resident of one of the other kinds of universes and containing the implication that said dimension lacks intelligence, imagination, and the other qualities (most inexpressible in human languages) that those of the Conceptual Dimension value the most. Solidity, to races such as the one that birthed Grzny RRR, was a flaw, and a "solid" was someone who was inferior.