It is actually a collection of four interlocking novellas, all featuring the cowardly protagonist, the inept wizard Rincewind.
The four novellas are:
1. The Colour of Magic
2. The Sending of Eight
3. The Lure of the Wyrm
4. Close to the Edge
Annotations from Corgi paperback reprint 1992
1. The Color of Magic
In a distant and second-hand set of dimensions, in an astral plane that was never meant to fly, the curling star mists waver and part.
Pratchett is referring to a plane "that was never meant to fly," but also "the astral plane":The astral plane, also called the astral world, is a plane of existence postulated by classical (particularly neo-Platonic [that'd be Plato]), medieval, oriental and esoteric philosophies and mystery religions. It is the world of the planetary spheres, crossed by the soul in its astral body on the way to being born and after death, and generally said to be populated by angels, spirits or other immaterial beings. In the late 19th and early 20th century the term was popularised by Theosophy and neo-Rosicrucianism.
Pratchett opens this novella with his description of Great A'Tuin, the star turtle. In this first description, he also names the elephants who bear the Discoworld on their backs. Pratchett will on more than one occasion start a subsequent book by taking about Great A'Tuin, but he never again mentions the names of the elephants.
Grat A'Tuin the turtle comes... Most of the weight is of course accounted for by Berilia, Tubul, Great T'Phon and Jerakeen, the four giant elephants upon whose broad and star-tanned shoulders the disc of the World rests, garlanded by the long waterfall at its vast circumference and domed by the baby-blue vault of Heaven.
