There's an interesting thing to note about the scale of the world: The larger a universe gets, the less concentrated notable locations will be. When a story takes place in a single country, that single country will be bustling with life, containing all sorts of notable locations, people, and history. On the other hand, when it's on a galactic scale, each planet will only have around one notable thing to it. Now, that's not to say this is a bad thing; Even though each planet would be have less notable culture or locations, if there are more countries, planets, dimensions, or whatever, each one is able to have increasingly different rulesets. If you only have one country, it's doubtful that each town will have different climates, gravity, or even laws of physics. A larger scale allows for those things. Whichever one you chose will have it's own advantages, so I just wanted to point it out.