[@deadpixel101] A magic world of chess people sounds awesome! :D 

I don't have a good reason why you couldn't have two characters, so have at it. Due to the game mechanics, though, it's basically impossible for two people to be transported at the same time from the same world in the beginning. (Essentially one person can be transported at a time, and there's a recharge period before another can follow) You could theoretically play one character for a bit, then later on drop in another, if they're from the same world.

I think I forgot to mention in the intro -- originally I was thinking that each of your characters would begin by finding the Vanishing Stone of their particular worlds: touching it is how they get transported the first time. The stone could just be a pretty rock on the ground, or it could have its own shrine, or maybe it's a part of scientific testing -- whatever your world would do with a little ancient stone with unusual power, if it's been discovered at all.