So, my talk on the Nine Realms of the MCU goes like this:

There are nine planets collected into some vaguely defined connection system called "Yggdrassil". This connection exists in some unknown subspace. In the second Thor movie, the Convergence event was said to be centered around a once every 5000 year lessening of the spacial boundaries between the nine realms, but how that actually works is an astronomic macguffin. I think of this as a wormhole corridor connecting them all.

So Yggdrassil is the name of this league of nine worlds, as well as the name of whatever cross-spatial anomoly ties them together.

Odin built the Bifrost, which is apparently some kind of teleportational machine that utilizes the special connection between the Yggdrassil worlds to allow instantaneous teleportation between them. The machine that forms the bifrost is apparently not physical, or if it is, it's well hidden and still exists after the total destruction of one of the nine worlds (Asgard) I think of this as a kind of engine powering travel through the wormhole corridor.

The nine worlds are:

Asgard (now destroyed) the home of the Asgardian alien race.

Vanaheim, the home of the asian alien race that Hogun belongs to. Why the Asgardians didn't go to Vanaheim after Asgard's destruction is something I'd like to see explained.

Nidavellier, the space station world orbitting the forge sun and home of the dwarves. All but Ettri are now dead, so we can consider this world mostly destroyed as well as Asgard.

Alfheim, home of the light elves.

Those four are located on ONE side of Midgard.

Midgard, or Earth, is the home of humans and seems to be the central axis of Yggdrassil. I wouldn't be surprised to learn that the machine that controls bifrost, if it is physical, exists on Midgard somewhere and that's why the Asgardians moved there after Asgard's destruction. While Midgard is part of the Yggdrassil collective, the denizens of earth were largely unaware of the existance of the other eight realms which means that, for some reason, Odin and the Asgardians left them alone after disappearing as their "gods" several thousand years ago, but ALSO that the enemies of Asgard also left it alone. No idea why.

On the other side of Midgard are the other four realms. These four are largely populated with enemies of Asgard even through they apparently also owe fealty to the Asgardians in some fashion. Personally I think the Asgardian's claim of control over the worlds of Yggdrassil was largely boasting.

Jotenheim, the frozen world of the frost giants and frequent invasion target for Thor and his cronies. The giants of Jotenheim have some unknown way of travelling to other worlds which may or may not be different than Bifrost.

Muspelheim, the flaming world of Surtur, seen briefly at the beginning of Thor 3. Also not really under Asgardian control

Svartalfheim, the dead world of the dark elves, seen fallow and destroyed in Thor 2.

Nifheim, the dead world of Hel, where the dead go. No evidence that the Asgardians actually ever go there.

So, in short,

one world is destroyed

two-or-three worlds are abandoned or depopulated

one world is a frozen hell

one world is a burning hell

so really the nine realms are actually three. Midgard, Alfheim and Vanaheim. and then two or three sparsely populated worlds of monsters, Jotenheim, Muspelheim and Nifhelm.