The Human World is the world in which Humans live.
In "Ring Around the Marina," Shelby wears a clerical collar often worn by Christian priests. In "Zombie Night," Shelby and his collar reappear, and it is revealed that Shelby can actually bless objects, imbuing them with a certain degree of holiness. Although it may just be a throw-away joke, this turn of events seems to suggest Shelby may actually be some sort of priest.
In "Stage Fright," many Christmas-themed items appear, but none of the characters show knowledge of the holiday itself (instead of Christmas, the holiday is called a day for wearing sweaters and watching secret tapes). Sandra Equihua has stated that the picture of a mother and child in Marina's house is Mary and baby Jesus.