A world is a place in the Kingdom Hearts series. Prior to Kingdom Hearts, the worlds were separated by barriers, making it impossible for different worlds to communicate with each other. The arrival of the Heartless caused the barriers between the worlds to disappear, and some worlds were even consumed by the Heartless. Gummi blocks are actually pieces of these broken barriers.
In Kingdom Hearts and Kingdom Hearts II, Sora, Donald, and Goofy use the Gummi Ship to travel between worlds. As the Keyblade bearer, Sora is told not to meddle in the affairs of other worlds, however, the disruption of the Heartless and the Nobodies force him to set things right.
In Kingdom Hearts: Chain of Memories, the worlds Sora visits are recreated from his memories. He visits different worlds on each level of Castle Oblivion.