I learned the story from one of the Hindu scriptures, where the goddess Saraswati takes a grieving queen to see her dead husband in a parallel universe. The king was well and alive in a parallel world. Is it true that there are alternate worlds, where we all exist, but all the events in our life are very different in each of these worlds? Or are we unique to only one universe? Even Krishna portrays the existence of many Brahmas, but is this applicable to individuals like us?
So you are asking: are we living not only here on Earth, in this universe, but at the same time also in another universe, where we are living a completely different life? In other words: are we living multiple lives at the same time, without realizing it? No, we aren’t.
There may indeed be parallel universes. There are higher universes for sure if the Masters speak truth: the vast astral universe and the even vaster causal universe.
But are you living – right now – in some of them, each being a completely different life? Such a thing has never been taught by our Masters. You are only here, not there. That dead king was alive in another universe, but that was, according to our teachings, in the astral universe where we all go, and where we are all alive, after our physical death. It was not a parallel physical life of that king. Yogananda too, for example, was able to meet his deceased mother in the astral world, where she was alive and well.
There are saints who can consciously duplicate their bodies, physically, working through both of them, but that is a conscious act of mastery. It is not an unconscious double life somewhere else.
All the best,