You must earn your way to other worlds, young Wizard. Subscribers can enter worlds once they have earned the right to enter them by completing quests. Free to Play players can purchase individual areas as they progress through the story.
Once you have completed all your required assignments in Wizard City, Merle Ambrose will ask you to investigate Krokotopia.
Once you have been given that quest, you can access the Spiral door by entering Bartleby the World Tree.
After you’ve completed Krokotopia, you can move on to Marleybone, then MooShu, then Dragonspyre. You can visit Grizzleheim at level 5, but cannot return until level 20.