Here we go...
During your time in UO, you've never set foot on the real Britannia.
You've never been on the moon named Trammel.
You've never been on the moon named Felucca.
Clear so far?
Okay. In UO, you've been on a reflection of the true Britannia, a reflection that exists inside one (or more) of the shards broken off from the Gem of Immortality when it was shattered. Inside each shard is a perfect likeness of Britannia, this is where UO happens, those reflections of the real Britannia.
Because each shard is unique and unrelated to the other, each shard may have differing histories, events and people. They all merely started out in the same time in history, ie. the time when the Gem was shattered.
In the beginning, only one facet of the shard was known. That was Britannia, our original, "normal" world. Since then different facets have been discovered and/or created, and when Lord British had the first new facet created, he simply named it Trammel after the moon, and named the original world Felucca after the other moon (note: those are JUST NAMES, you've never been to either moon in UO).