Master!

You can play on various servers like this. However, I think it's generally fine to stick with your initial server. The advantages of managing multiple servers include easily receiving covenant benefits, satisfying gacha urges on a sub-server, and maintaining motivation when you're stuck on the main server's progression, etc. The disadvantages are that daily tasks and cave exploration can be tedious, and you might neglect your main server. Also, for free-to-play or low-spending players, it's not uncommon to move to a newer server because you can efficiently progress with your knowledge and connections. Unless you're invited by friends, you'll rarely go to an older server because they're usually less populated. The only older server that seems to be bustling is World 1.

Also, depending on the server, there might be more green parties or yellow parties, and the environment changes based on the rerun situation when the server was created. The quality of top rankers/top guilds also connects to the server's strength and activity, so it's an important factor.

If you want to get into the top ranks, it's worth going to the latest server, but I don't think you can escape from paying. Unless there's a very specific reason, there's no point in starting on a different server.