At the end Shao Khan merges the worlds to destroy them all.
Lots of important details for understanding the servers in today's Guild Wars 2 post. Short version - server and region selection are made at first launch, and all characters will be on those servers, or worlds. Guesting is the act of going from one world to another to play with friends, but when guesting you cannot engage in World vs World fights. Pretty straightforward, but good to have explained all the same!