Ohhh, maybe I did pay attention in Sunday school and just got taught wrong? I was told that if you're Exaulted in the highest level of the Celestial Kingdom that you become a god and can create and rule your own worlds. This is how our God became a god, and his before his, etc. (hence the "never-ending/circle/cycle" thing of eternity).
I was also taught that there are other worlds that God (of Abraham) created. But the reason Jesus came here, is we were the only ones wicked enough to crucify him.