Worlds in FFXI are the equivilent of Servers on other games. However, Unlike other Mmorpg's you can't swap servers- So once you've created one character on a world all your future characters will be created on that world. You cannot switch. If you want to go to a specific world- Say, To swap from the "Asura" server to the "Bahamut" server, You would have to delete ALL your characters and keep on re-creating until you got the world you wanted (Which is displayed on the character creation screen). Another method to get the to a server, Is to buy a world pass. Basically, You need a friend on the server you want to travel to. They buy a world pass, Which is a code, And give that code to you which then can be entered at the character creation screen.