From the website:
Lyra's world is a world very much like ours, in a parallel universe. Much of it would be familiar to us - the continents, the oceans, Brytain, Norroway, and the North Pole...much is shockingly different. In Lyra's world, a person's soul lives on the outside of their body, in the form of a daemon - a talking animal spirit that accompanies them through life, always close to its corporeal half. A child's daemon can change shape, assuming all the forms that a child's infinite potential inspires; but as a sperson ages, their daemon gradually settles into one form, according to their character and nature.Mine is a snow leopard.