I treat basically anything as canon except for the crossover promotional events.

That said, very few people actually roleplay being the Warrior of Light/Darkness in the RP community because that whole idea falls apart very quickly, and also beholdens you to a linear story instead of RPing whatever you want for your character's story. If everyone 'is the Warrior of Light' or even just five people in the same room, it gets ridiculous because the story is written very clearly with a singular protagonist in mind, and having everyone say they experienced the same events is very limiting.

As for people going to the First, it's not exactly an easy task to do but I believe Yoshi P in an interview basically gave his blessing for people to do that if they want to in their RP as non WOLS but I'd have to go looking for the exact quote. But in the context of the msq it doesnt' really make much sense because it's a pretty big point that only the WOL is able to freely make that journey. On the other hand, I don't blame anyone for not wanting to cut an entire expansion worth of zones and story out of their RP so I have no issue with people RPing ways to do it.