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Per the wiki:

Mephisto is an extra-dimensional demon who first appeared as a fly, while the Celestial known as the Progenitor succumbed to the Horde, with Mephisto taking this opportunity to lay his maggots.[12] He rules a fiery pocket dimension that he calls "Hell" or "Hades" although it is neither the Hell of the Christian religion nor the Hades ruled by Pluto, the Olympian god of the dead. Mephisto calls his extra-dimensional realm "hell" in order to exploit Earth human beings' belief in a single being of absolute evil, who is often referred to as Satan, who rules such a realm.

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"Don't worry about the rain. Walk between the raindrops."