According to Space, which has a good overview of Parallel Universe Theory, and then go on to list various accounts in different media that explore the topic. While I don't think it's meant to be definitive, they conveniently list out some of the more popular. They do note:
"Flatland: A Romance of Many Dimensions" (1884), by Edwin A. Abbott, is a story about a two-dimensional world that includes living geometric figures such as circles, triangles and squares. The novel also includes other universes such as Lineland, Spaceland and Pointland. This book was adapted into a feature film in 2007.
Wikipedia expands on the narrative this way, where you can see the convergence and overlay of universes beginning:
Following this vision, he is himself visited by a three-dimensional sphere named A Sphere. Similar to the "points" in Lineland, the Square is unable to see the sphere as anything other than a circle. The Sphere then levitates up and down through the Flatland, allowing Square to see the circle expand and retract. The Square is not fully convinced until he sees Spaceland (a tridimensional world) for himself. This Sphere visits Flatland at the turn of each millennium to introduce a new apostle to the idea of a third dimension in the hopes of eventually educating the population of Flatland. From the safety of Spaceland, they are able to observe the leaders of Flatland secretly acknowledging the existence of the sphere and prescribing the silencing of anyone found preaching the truth of Spaceland and the third dimension.
"Men Like Gods" (1923), an H.G. Wells novel, included a "paratime" machine and explored the multiverse.
Wikipedia expands on the plot:
Men Like Gods is set in the summer of 1921. Its protagonist is Mr. Barnstaple (his first name is either Alfred or William), a journalist working in London and living in Sydenham. ...Quitting wife and family, he finds his plans disrupted when his and two other automobiles are accidentally transported with their passengers into "another world", which the "Earthlings" call Utopia.
A sort of advanced Earth, Utopia is some three thousand years ahead of humanity in its development. For the 200,000,000 Utopians who inhabit this world, the "Days of Confusion" are a distant period studied in history books, but their past resembles humanity's in its essentials, differing only in incidental details: Their Christ, for example, died on the wheel, not on the cross.
Men Like Gods is divided into three books. Details of life in Utopia are given in Books I and III. In Book II, the Earthlings are quarantined on a rocky crag after infections they have brought cause a brief epidemic in Utopia. There they begin to plot the conquest of Utopia, despite Mr. Barnstaple's protests. He betrays them when his fellows try to take two Utopians hostage, forcing Mr. Barnstaple to escape execution for treason by fleeing perilously.
In Book III, Mr. Barnstaple longs to stay in Utopia, but when he asks how he can best serve Utopia, he is told that he can do this "by returning to your own world