First, good books and TTRPG both provide complex but explorable cosmologies. Nothing says, however, that they have to be immediately explorable and that they will make sense instantly. Sometimes unexplainable complexity is great, it makes people wonder. Just look at Sanderson's Cosmere, it matters hugely, so many secrets to find, so many things that did not make sense at start (and still don't), but knowing him I'm sure they will make sense at some point.
Sanderson's Cosmology is pretty easy to understand. There's the Physical Realm, the Mental Realm, and the Spiritual Realm. The Physical Realm is 3D, obeys the typical laws of physics (and the laws of magic), and has its own solar systems, galaxies, and what we think of as a universe. The Mental Realm is constructed entirely by the thoughts of sentient people, and differs from location to location based on the views of the people in that area. It's kind of 2D, in the sense that the whole thing is flat (but you still exist in a 3-dimensional state, even if the realm is flat). You can travel back and forth between these realms with enough magic or if you happen upon the right place (a Shard's Perpendicularity). Time flows normally in these first two realms. The Spiritual Realm is 0-dimensional, timeless, and is the source of all magic (Investiture).
That's a really, really simple cosmology. What isn't simple about the Cosmere is the fact that it has so many gods. It has 16 gods, all of them have at least one magic system, and things change over time. The base world building of the Cosmere's cosmology is really simple. You can explain these concepts to practically anyone and have them understand it in a single conversation. The characters and magic inside the setting? Not so much. That's what makes the Cosmere complicated, not the actual "planes of existence" present in it.
That is how to create a cosmology. Have it be as simple as you can possibly make it with what you're trying to have as the base assumptions of the setting so that it's easy for people to understand, but complicate things with how the magic works, the gods and characters in the setting, and the different planets/worlds of the main physical realm.
The 5e Great Wheel is kind of the opposite of the Cosmere in this aspect. There are 25+ different planes of existence (I don't know if you count the Far Realm, Positive and Negative Energy Planes, and the Elemental Chaos). There's also probably a dozen deities that lives on every single plane of existence in this complicated cosmology. The Cosmere has a just a few planes of existence, the 5e Great Wheel has literal dozens. The Cosmere has dozens of inhabitable planets on its "Material Plane," like how Spelljammer has a ton of different settings on the Material Plane. The Cosmere has over a dozen deities and a pretty complicated timeline to keep track of. The 5e Great Wheel has hundreds of deities to keep track of (not even counting the various archfiends, archfey, archomentals, dark powers/lords from the Shadowfell, and celestial paragons that are out there) and a very complicated timeline to keep track of, too (probably more complicated than the Cosmere's).
Is the Cosmere complex? Definitely. Is it because of its Cosmology? No. Is it because of the deities, timeline, and characters in the setting? Yes.
Is the Great Wheel complex? Absolutely. Is it because of its Cosmology? Yes, as well as a lot of other aspects of the setting.