By non-religious I mean to exclude mythologies, I am mainly asking because I am curious as to when people started to think about creating a fictional universe and keeping internally consistent for amusement purposes, as opposed to having to keep everything somewhat constant to base their religious beliefs on.
A good example would be H.P. Lovecraft's Mythos, that's the oldest one I know of but I want to know if there are any older, or is a shared universe a relatively recent concept?
It sort of depends what you mean by "universe", or "shared universe".
Early non-religious fictional or fantasy lands and societies would perhaps start with The Republic, by Plato ca. 380BC; Sacred History by Euhemerus, 4th century BC, describing the rational island paradise of Panchaea; and of course, the book which gave its name to a certain sort of imaginary universe, Utopia, by Thomas More, in 1516.