Two Worlds has two large islands connected only by a Worm Hole. The island you start on is a pleasant land with plenty of resources and long days (7 out of 8 minutes a day). It's an ideal place to stock up on food and other resources but you won't find any of the Things here. You'll definitely want to stock up before heading to the next island, especially since if the Worm Hole is sick (it will have a greenish color to it), you may not be able to return here before jumping through.
The next island will be quite inhospitable with many of the more dangerous Biomes, particularly Marsh. Days will change in length depending on which Biomes you enter so be careful or you may find yourself suddenly close to night. Many monsters will be found all over this second island so be well prepared.
Since this level tends to show up later (but not always later) in your Adventure, remember to be prepared not just for the final Worm Hole but also prepare for the next world as well.