What is canon and what is not (Spoilers)

[Valkyrie_Lenneth]

If it happens in the story, its canon, anything player made is not canon.

[VenKitsune]

If it happens in the story, its canon, anything player made is not canon.

Thats not specifically true. For example, pretty much ALL of the ARR Primals were canonically solo'd by the warrior of light, he/she did not have 7 friends that all conveniently have the echo along to help kill them. So despite the game clearly putting you in a full party, it isnt canon. This is especially noticeable on the very first primal you fight, ifrit - You're captured alongside some flames soldiers and everyone but you gets tempered, the amaljaa run away when they take you for some unholy abomination that can resist their lords will and then you fight ifrit. During that whole exchange the WOL did not have time to go out and find 3 people with the echo to help fight Ifrit, especially when you're introduced to minfillia they all act as if echo is an extremely rare thing.

To answer OP's question - All the other "Adventurers" in the first are native to the first, canonically. The WOL/WOD is the ONLY person or thing that can travel between worlds at will. After all, The Crystal exarch summoned specifically the Source's Warrior of Light (Player), of which there is only one and it wouldn't make sense for rando adventurer's to be able to travel between worlds at will especially when the scions could not.