Alright, you can only travel to the different servers permanitely by boat or through use of a telaportation portal. or else it will boot you.
West server represents the continents of Mistone and Rilara as well as the Dragon and Serpent Isles. you can get to the East and Central throguh a portal (in houses) or you can take boats from Leilon , Hampshire, or Karthy as well as some other places, to Llorindor or Hurm On the Central server. or from Karthy to Arabel (I think) on East. The portal will lead you into the Pranzies on central
Central Server -- Dregar, and a few other places like Firesteep. You can take boats back to West, or a boat to Arabel thats in East from Lorindor
East -- Xantril and some other stuff...Not too sure, Low levels dont go there often.
Planes -- places that you'll likely only go on quests and need to travel from a special portal (usually hidden in hard to reach places or else made via quests) to get to. Baator, Pandemonium, Celestia, Arborea, these are all different planes of existance