Some chapters in each of the novels take place on Earth in the 20th century, but the novels are largely set in a parallel world named Zimiamvia, which primarily comprises the Three Kingdoms of Fingiswold, Meszria and Rerek.
Zimiamvia and Ouroboros
The relationship between the Zimiamvian novels and Eddison's earlier and more famous work The Worm Ouroboros is peculiar and by no means clearly explained. In The Worm Ouroboros, Lord Juss describes Zimiamvia as a land south of the high mountain of Koshtra Pivrarcha on Eddison's "Mercury"; "no mortal foot may tread it, but the blessed souls do inhabit it of the dead that be departed, even they that were great upon earth and did great deeds when they were living, that scorned not earth and its delights and the glories thereof, and yet did justly and were not dastards nor yet oppressors." The Zimiamvia of the Trilogy, so far as can be told from the novels themselves, fits this description only in a very broad sense, in that it seems to be a world specially created for an incarnation or avatar of Lessingham, whose life in our own world fits Juss's description. Our own world may also be such a creation. Ouroboros and the Trilogy share references to one character, this same Lessingham. He appears in the "Induction" to Ouroboros, and as a sort of ghost or immaterial astral being in the first chapter, but then disappears. An apparently identical character appears in Mistress of Mistresses and is much more fully described in A Fish Dinner in Memison. Another character, also called Lessingham, is a main character in Mistress of Mistresses, but the Lessingham of Zimiamvia and the Lessingham of Earth, though connected, are two different people. Judging from Fish Dinner, we should perhaps regard the Lessingham of Zimiamvia as the original and the Lessingham of Earth as a projection of him. This makes it even harder to imagine Zimiamvia as being on Mercury, but then the Mercury of Ouroboros could certainly never have been imagined as being in any sense the astronomical planet Mercury. Ouroboros and the trilogy share an elaborate and deliberately archaic prose style. In Ouroboros it is much like that of 16th- and early 17th-century English, while in the trilogy the style is more Latinate and more convoluted. There are similarities between the attitudes and behaviours of the principal characters in all four novels.
Scholarship
Literary criticDon D'Ammassa has claimed that the Zimiamvian trilogy has "powerfully drawn" characters, especially the villains. He notes that none of the protagonists, with the exception of Lessingham, comes across as "entirely admirable". All the books contain a romantic ethic of fame, fate and eternal recurrence, in which the supreme value is chivalry, both in the sense of heroism and in the sense of idealization of women. In Mistress of Mistresses the underlying philosophy is explained: a Spinozistic pantheism mysteriously combined with polytheism. There are both a supreme male God, named as Zeus in The Mezentian Gate, whose avatars include Duke Barganax and Lessingham, and a supreme Goddess, identified with the eternal feminine and with Aphrodite, and temporarily incarnated in the two queens whom Lessingham serves.