The two divine realms are physically connected to Natura by means of worldgates.  Worldgates are greatworks that allow for physical transit between either Principality or Anathema and Natura.  Each worldgate should be something unique and interesting that reflects the god or gods who created it.  I expect a fair amount of gameplay and strategy will center around creating, hiding, discovering, defending, using, blocking, fortifying, attacking, or destroying worldgates.  Each side will also have a vested interest in preventing the other side from constructing or completing new worldgates.

Remember that even if you find an enemy worldgate, that doesn't mean you can use it.  Princes can't enter Anathema, period.  And Adversaries can't enter Principality.  You could theoretically send some mortals through, but those mortals wouldn't be able to make a dent in Anathema anymore than a mortal could make a dent in the supreme and unlimited power of Principality.

As the game would end should all of one side's worldgates be destroyed (at least without me producing unestablished worldgates out of nowhere, to the great frustration of careful gate-hunters), and the gods have to reach Natura for the first time somehow, each pantheon has a Prime Worldgate, which will exist from the beginning of the game.

The Prime Worldgates aren't greatworks, or even made by the gods.  Rather, they are the result of the cosmic desires of the Principle and the Antithesis.  You could say that these gates are their desire to affect Natura made manifest.  As such, while the Prime Worldgates can be damaged, blocked, hidden, or altered, they cannot be destroyed.

While you cannot completely block the Adversaries from entering Natura, you could, in theory, destroy all their secondary worldgates, damage their Prime Worldgate, and then block it up and layer it with defenses on defenses waiting for an Adversary to try to come through.  The Adversaries, in turn, could also theoretically do the same to you.

While you can't create Prime Worldgates, you can modify and move them, though doing so requires a greatwork.  It may be a good idea to keep your own Prime Worldgate on the move and/or in changing/camouflaged environs, to help protect it from Adversary attack.

Each side will only ever have one Prime Worldgate.

The mortal dead can use worldgates, but only with great difficulty.  The dead require attunement to a given god, or an escorting Prince, and must be highly principled or antithetical.  Most mortal souls won't qualify, and also won't be able to reach a worldgate on their own.  Divine help would be necessary in order to help these souls improve themselves and find their way.