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The following is a summary of my perspective on the cosmere, I'd appreciate a read if you have some spare time :). Note that large portions of this is unconfirmed and is merely my belief and how I have interpreted the books.

In the beginning, there was Adonalsium. A concentration of pure energy, known as investiture, that compromised the fundamental powers of all creation and existed in nothing, for it alone existed. There was not vacuum nor emptiness that surrounded it, and it likewise was not bound by dimension. Adonalsium existed for some time, until it grew a consciousness as all concentrations of investiture do.

Following the creation of a consciousness, the power eventually developed a sense of self, meaning it recognized that it existed. Perceptions like this could not exist on a spiritual level as everything on the spiritual scale manifested itself as the same pure power of investiture; instead, it needed a distinct and separate realm to actually manifest itself and not remain unstructured. This resulted in the creation of the cognitive realm, which could house specified, structured forms of investiture like conscious thought. Investiture formed both realms and therefore were not bound by them as an object would a wall; thus, the investiture was able to seep between the realms as if through a porous boundary. Because investiture was so highly concentrated in the spiritual, it began to flow into the cognitive. Most of the investiture stayed in the spiritual, however, as at the heart of the spiritual lay the greatest concentration of investiture, which had a pull similar to that of gravity. This point was similar to a shardpool, except on a spiritual level; this explains why dissipated investiture is not lost, but rather reforms at a point of concentration like the Pits or the Well.

Eventually, something resulted in the transfer of large quantities of investiture to the cognitive realm. This sudden influx of power caused a hole to be punched in the fabric of the cognitive and resulted in the formation of the physical realm. As the investiture flooded the realm on the other side of the hole, it began to manifest itself as matter. This sudden influx of energy and matter became the Cosmere's equivalent of the Big Bang. Adonalsium discovered that it could alter how this matter manifested itself and as such began to experiment. Simultaneously, its perception of the newly created mass formed the first cognitive aspects with corresponding physical attributes. Its actions regarding these new manifestations of power and his following discovery of creation and destruction led to the development of its personality.

Following experimentation, Adonalsium realized that it could create life by creating an object that could exist on all 3 planes; a spiritual aspect to grant sentience, a cognitive aspect to give structure, and a physical embodiment of the 2. The level of sentience granted depended on the strength of the spiritual investment that was devoted to granting this aspect. Adonalsium also made each creature exude small amounts of investiture naturally from their own spiritual aspect (the rate of which increases as more investiture is utilized), as well as naturally replenish this investiture by absorbing it from the radiation of others or the inherent investiture present in all things. This biologically exuded investiture worked mainly on a cognitive level, attaching to preconceived cognitive aspects of objects or in rare cases beginning to create new ones; this is what allows for the ability of conscious thought and perception to build on or alter the cognitive aspect of an object (This explains the need for natural ink in the crafting of a soulstamp, and why the inks from animals were better than the inks from plants. The animals had greater sentience and therefore exuded more spiritual investiture, giving greater power to the stamps and allowing for more drastic changes to the cognitive aspect of the targeted object).

This biological investiture also serves to form connections on the spiritual level. Connection allows for the manipulation of the objects one is connected to; for example, when burning steel or iron, connections to nearby metals are temporarily forged, allowing the allomancer to push or pull respectively. In certain cases, such as that of containing breath or burning metals, enough investiture is being used that it is minutely perceptible to others who are attuned to investiture at the time (breath holders/seekers).

Adonalsium created this life in his own image, giving it fundamental feelings and beliefs similar to those he already possessed. By observing the interactions between these manifestations, he discovered feelings of hate or love, as well as the concept of honor and giving; before this point, he had no idea of these concepts as he had not had any interactions with anything other than himself. His own existence changed to accommodate these personality aspects, as he and his manifestations were the same, just on different scales (Think: fractals)

Eventually, 16 of Adonalsium's creations rose up to take his power, possibly by his consent. They split this power into 16 of its fundamental aspects in an event called the Shattering, and each took a piece of the power. The aspects had been ingrained/broken in to follow certain patterns of use from their time with Adonalsium, however, and over time these pre existing points through which investiture could easily flow overrode the personalities of the holder, resulting in the lack of the holders ability to use the shards for anything other than their pre existing intent. The result is the cosmere as we know it.

Description of the 3 realms:

The spiritual realm, as the origin of investiture, has the greatest concentration by far. All investiture in the spiritual realm is fundamentally the same, only minorly differentiated by its history of use (intent). It is also separated into groups that generally each have a corresponding physical and cognitive aspect. The investiture in the spiritual also composes connections between various spiritual aspects

The cognitive realm gives structure to the physical realm. It is composed entirely of ideas and concepts formed in the physical realm, however, and as such has a 2 way feedback loop; the cognitive structures the physical, but impressions of the physical can override or build upon the cognitive. Since most perceive only what already exists in the physical (which is usually an exact match for the cognitive aspect), very little change occurs in normal circumstances. Certain magic systems, like soulstamps and soulcasting, use relatively large amounts of investiture to intentionally alter the cognitive aspect of an object, however, and as such can produce transformative results. It's important to note that the greater the strength of the spiritual aspect of the target, the more difficult and investiture-consumptive it it to alter the cognitive aspect. This explains why sticks, which are a form of life and therefore have relatively large spiritual investment, are more difficult to soulcast than air or rock. It also explains why soulstamps need to be constantly reapplied when intended to alter humans; the humans have greater spiritual investment than any other form of life encountered so far.

The physical realm is an embodiment of the cognitive that can exercise some will upon its own boundaries. It is also the most restrictive of the realms, bound by the dimensions other realms lack. Each object in the physical realm is linked to a cognitive and spiritual aspect that corresponds to it

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Mistborn: Secret History Spoilers:

We know that the people who took up the Shards were, in fact, human beings:

 

“Anyway, there was a God. Adonalsium. I don’t know if it was a force or a being, though I suspect the latter. Sixteen people, together, killed Adonalsium, ripping it apart and dividing its essence between them, becoming the first who Ascended.” “Who were they?” Kelsier said, trying to make sense of this. “A diverse group,” she said. “With equally diverse motives. Some wished for the power; others saw killing Adonalsium as the only good option left to them. Together they murdered a deity, and became divine themselves.”

 
Sanderson, Brandon (2016-01-28). Mistborn: Secret History (Kindle Locations 939-943). Dragonsteel Entertainment, LLC. Kindle Edition. 

 

The rest is largely based in speculation as well. Some of it could well turn out to be true, though.

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I am probably unsure about your realmatic relationships.... From books and WoB seems that the Cognitive is more a "junction" between Spiritual and Physical (like in the beautyful metaphor of the Sun and the Shadows on the Earth used to explain the Realms).

 

Therefore I find really unlikely the existence of the Cognitive before the physical (if is possible to talk about some order of Ream's birth, I am more about Spiritual, physical and in the end Cognitive)....Confused proposed a great perspective of the Cosmere's Origin and also if you may find some parts speculations or theories... He proposed that Adonalsium as a perfect Mind may have no need to the Cognitive's Realm to contains his mind, after all the Spiritual is the realm of the perfect self and in the end Adonalsium was quite the perfection itself.

 

EDIT: this is the topic I talked about http://www.17thshard.com/forum/topic/53994-the-making-of-the-cosmere-relationship-among-the-powers-of-creation-adonalsium-and-investiture/

Edited by Yata
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I am probably unsure about your realmatic relationships.... From books and WoB seems that the Cognitive is more a "junction" between Spiritual and Physical (like in the beautyful metaphor of the Sun and the Shadows on the Earth used to explain the Realms).

 

Therefore I find really unlikely the existence of the Cognitive before the physical (if is possible to talk about some order of Ream's birth, I am more about Spiritual, physical and in the end Cognitive)....

I feel as if my theory is completely compatible with the metaphor in the books; we know the spiritual is a light source, and the physical are the shadows. The cognitive is logically the only explanation of what casts the shadows in the first place, and therefore it is a logical assumption that the cognitive can dictate conditions of the physical. Based on this, I'd alter the metaphor so that the spiritual is a light source, the cognitive is a prism, and the physical is the pattern projected. The stronger the spiritual is, the more faceted and complex the cognitive can become without scattering all of the light or missing it entirely, and therefore the more complex the pattern, or physical manifestation, can be. We also know that magic systems are able to alter the cognitive (soulcasting relies on manipulation of the 'spren', or cognitive aspects, of objects), and we know that the more an object is perceived as a whole on the physical realm, the greater the strength of its cognitive aspect. This implies that the perceptions formed on the physical level can have direct effect on the shape of the cognitive. Taken together, this implies a greater effect provided by the cognitive realm than simply serving as a link between the 2 other realms

As for your thought about the cognitive realm coming last, I actually now believe you are correct. I thought the cognitive realm had to have existed for investiture to traverse to the physical realm, and for all intents and purposes I was treating the cognitive as largely inactive until after the formation of the physical. The new perpendicularity WoB, however, specifically states that perpendicularities are places where investiture punctured straight from the Spiritual to the Physical rather than traversing the cognitive. This would highly support your theory as to the formation of the physical before the cognitive, as a sudden spike of investiture tearing open the fabric of the realms directly into the physical seems to be a logical explanation for the creation of a galaxy with celestial bodies like our own. Basically, the sudden influx of investiture through the perpendicularity would cause an enormous explosion of mass and energy resulting in a formation of a universe similar to the one experienced by our own world. I still contend that Adonalsium's impressions regarding the newly created mass did appear in the cognitive, however, because I believe the routing of investiture through the cognitive into the physical is the only real way to produce a complex creation rather than a burst of energy. Perhaps this can be explained by the thought that once he no longer had all of his investiture due to the investment of the physical realm, he was no longer a perfect whole and therefore required the cognitive.

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Mistborn: Secret History Spoilers:

We know that the people who took up the Shards were, in fact, human beings:

The rest is largely based in speculation as well. Some of it could well turn out to be true, though.

Well, "people", not necessarily human. Humankind is not the only form of intelligent life, and IIRC Yolen had at least three species including humankind and dragons.

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