Also the three newest servers (Shinryu, Zodiark and Jenova), are currently restricted to only allowing new characters to be created on them - you can cannot transfer an existing character from another server to them (this is because they were added with the release of the PS4 version and SE wanted their economies to develop without interference from high level players bringing in large amounts of gil they had already saved up to dominate the market). Eventually this restriction will probably be relaxed, but for now, if you want to play on those servers, you'll have to create a new character I'm afraid.