Various info to acces during gameplay

World of Rust - weapons and armor degrade 5 times faster. I would strongly suggest commander or wizard as your first hero.
World of Sand - each action takes 1 more stamina. Scout is awesome here, partially due to needing less movement, partially - because of the raise alarm sabotage.
World of Knowledge - you get double exp and better chances for rewards.
World of War - halved unit recruitment and upkeep costs. Commanders really shine here.
World of Magic - halved spell and magic building costs. Obviously, wizards pwn.
Developed World - locations are quite explored (40%-80% usually) and with higher income. Guards after first circle are REALLY tough tho.
World of Fear - lower province happiness but lower unrest rate too.
World of Death - Deadlands everywhere.
World of Faith - lower happiness. If I'm right, Inquisition events too.
Crystal World - doubled gems income but only half gold income
Guarded World - players are separated by mountains, passes are really well guarded.