Quantum mechanics really will mess with your brain and it's really importantant that you don't approach it with pre-conceived notions of how things
should work.
I tend to think of it as the universe splitting rather like an amoeba rather than a new creation.
If you take the classic 2 slit experiment where you send a particle through the 2 slits.
Quantum mechanics will tell you what the probability of getting a particle at a particular place is by superimposing both routes and dealing with the whole.
It does not tell you about what is actually happening to a particular particle in the experiment.
The various interpretations attempt to explain 'what is happening'. However this tends to be a philisophical argument because generally speaking there is no way to actuall test which is right and which is wrong.
In the Copenhagen interpretation questions like what is happening are essentially meaningless. If you attempt to find out the so called wavefunction that describes all the possibilities 'collapses' and one possibility becomes 'reality'. In the Many Worlds Interpretation when the wavefunction collapses one possibility becomes reality in one universe and one possibility becomes reality in another.
Exactly what causes this collapse is called the "measurement problem"
http://en.wikipedia.org/wiki/Measurement_probl em
Sometimes it helps to think in terms of "flatland" where squares and triangles do experiments in a 2D world unaware of the 3rd dimension into which their experiments extend.
Personally though I find it hard to get excited about these interpretations until there's a test that we can do to see if one is right and another wrong - then it stops being philosophy and starts being science