A demi-urge is a being that has some how created their own universe.  Some intellects have, through force of will, either by accident ( which happens more often than one  would  think) or by act of design, have sparked the creation of new realms of existence.   They are the prime mover, the first architect of some exotic, and some times, familiar new universe.   

The Demi Urge is the anchor AND the Captain of the good ship  New Universe.   They are nearly supreme in their realm.   To challenge a  Demi Urge in their place of power is suicide.   And to further this humiliation of instant defeat,  your soul ( collection of experience points)  stays in their realm and adds to the Demi Urge's soul.

So be warned, fellow traveler.   The  Multiverse is like a vast ocean of foamy bubbles,  with each bubble being a new and exciting universe to explore.  Each can be reached by navigating the vast sea.  But be a humble tourist, and challenge not the local rulers, lest doom and annihilation be your reward.