New Character Question?

While I am not necessarily a new player this was the only place I could think to pose a question. I re-created my character on the Hyperion server and I'm happy with it there. But I have some friends on other servers so I'd thought I'd try create a new character on a different world. But as I finished two things happened that concerned me. The first was a message that gave me the impression that to say yes would be to start over or something? I had doubts but I chanced it and pressed yes anyway. The character never showed which is the second thing but I'm assuming it was the name that stopped it so that's fine I can re-created it. But the fact is that message still worries me as I do not want to lose my main character. So is there some issue with having characters across multiple worlds or was that just a message stating start a new adventure using this character? If someone could answer this I'd be grateful.

i have two charaters made one in beta and made new one on server my friend is on i change last name of it but i did have do quests again don't think you lose main class if don't want delete him / her hope this helps :D