When asked if all his books occur in one universe:
While he was selling his initial works to publishers, Brandon was encouraged to write books set in different worlds as opposed to huge epic fantasy series. That way if a publisher didn’t like one book he could pitch them a different one, which you can’t do with a huge fantasy series. But as a way of still having a huge fantasy series, Brandon made all of these independent stories a “hidden epic.” That is, he seeded continuing characters and elements into all of these different worlds, now dubbed the “cosmere”.
Elantris , the first book he sold, was one of the novels embedded with these elements so Brandon just kept putting them in subsequent novels. So far there is one character who appears in all of the worlds that he has created (i.e. not The Wheel of Time), sometimes by his name, Hoid, and sometimes only by appearance. He is connected to the grander story going on involving this cosmere.
Right now Brandon wants this to remain a fun easter egg so no one feels obligated to read his books in the order they were published. He will eventually tell the story of the cosmere, though, and you will be able to see what this character is doing.
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