That's right, it's actually possible to plug the PlayStation VR into the Xbox One, Wii U and other devices and use some of its features.
Japanese twitter user chirnoice
used his/her headset to view Splatoon
on Wii U, while Ars Technica
hooked theirs up to an Xbox One and a PC, stating that doing so with the latter shows the Windows desktop.
Various reddit users have also tested the headset on the Xbox One and other devices with an HDMI output, getting varying results. Apparently, a major drawback is the lack of sound, though Polygon said plugging headphones into the Xbox One controller addresses that problem but doesn't deliver the 360-degree audio that you get with PSVR-capable games.
Obviously, the PlayStation VR doesn't work as well on other console as it does on the PlayStation 4. In fact, it just triggers Cinematic Mode, which makes whatever you're viewing through the headset appear as a cinema-sized screen.
In other words, not much to see, but worth the experiment ...