I'm new to the game with my son and he was asking me about other worlds and how do we get to them. My guess is you do all the quest in wizard city then you get to move on to next world, but i want to make sure I am guessing right?
Sadly, a bit linear, but each area must be completed to "move on". Just keep pounding through the quests, and you'll get there too!
While each new world is unique and well made, getting there before you're ready won't really permit you to see much of the world. Since areas are locked, and unavailable until you complete the quest line (at least, very much so with Krok and Marleybone, MooShu is a little more explorable than the other two).
You defeat Lord Nightshade and complete the quest to defeat him, then go to Nightside, last you can go to Krokotopia after speaking with Professer Ambrose.
P.S. You don't have to go through Sunken City in Wizard City.
actually you dont have to go trough every quest i have one wizard who did every quest in wizard city besides sunken city which i still have not done but i have one other wizard which finished the three streets but did not finish collouss boulevard once you are at level 14 merle ambrose will ask you will you defeat lord nightshade and from there you can go to Krokotopia so thats an answer too