"Penny, while I subscribe to the many worlds theory which posits the existence of an infinite number of Sheldons in an infinite number of universes, I assure you in none of them am I dancing."
Sheldon Cooper The Big Bang Theory
This is one reason that some experts believe there may have been many other big bangs, perhaps trillions and trillions of them, spread through the mighty span of eternity, and that the reason we exist in this particular one is that this is one we could exist in. As Edward P. Tryton of Columbia Universithy once put it: "In answer to the question of why it happened, I offer the modest proposal that our Universe is simply one of those things which happen from time to time."
Bill Bryson, A Short History of Nearly Everything

The first thing to realize about parallel universes, the Guide says, is that they are not parallel.
It is also important to realize that they are not, strictly speaking, universes either, but it is easiest if you don't try to realize that until a little later, after you've realized that everything you've realized up to that moment is not true.
The reason they are not universes is that any given universe is not actually a thing as such, but is just a way of looking at what is technically known as the WSOGMM, or a Whole Sort of General Mish Mash. The Whole Sort of General Mish Mash doesn't actually exist either, but is just the sum total of all the different ways there would be of looking at it if it did.

The reason they are not parallel is the same reason the sea is not parallel. It doesn't mean anything. You can slice the Whole Sort of General Mish Mash any way you like and you will generally come up with something that someone will call home.

George: I think the Purple Potty brought us to some kind of strange, backwards universe.

Harold: No way. That kind of thing only happens in poorly written children's books whose authors have clearly begun running out of ideas!
Go then, there are other worlds than these.
—Stephen King, The Dark Tower

"No one can say how many universes there may be, or how many cycles of ages in each universe there may ever have been; how many Brahmås, how many Vishnus, how many Shivas. O King of Gods, there are those in your service who hold that it might be possible to number the particles of sand on earth, or drops of rain that fall from the sky, but no one will ever number all the Indras.

My Child, not to speak of Indras, of those Brahmås there is no end. Brahmå follows Brahmå. One sinks, the next arises. Nor can anyone estimate the number of the universes, side by side, at any moment of time, each containing a Brahmå, a Vishnu and a Shiva. Like delicate boats they float upon the fathomless, pure waters of the body of Mahå-Vishnu. And like the pores of the body of that Great Vishnu, those universes are numberless, each harboring no end of gods such as yourself."
Vishnu disguised as a boy, Joseph Campbell's The Inner Reaches of Outer Space, originally from the Brahma Vaivarta Purana