Hehe, i wanted to say just the same thing - not enough focus. 
As for dealing with this problem, i think that the players need a solid, more specified plot, possibly revolving around two-three given locations withing a respective amount of worlds (capital cities?).
Using that as a starting point, the Multiverse will eventualy expand, yet the first plotline and location will retain their role as a grip for the players to hold on to, acting without any GM whatsoever. Of course, it's nice to have a vast, big Multivrse, but i think we need to start of with something small, and then gradually unwind the roleplay as interest grows.