World 3 is the third world of World // Zero and can be obtained by being lvl 30 (not required) and completing/killing all the bosses in world 2.(same if you want to get from world 1 to world 2). World 3 is basically a snow version of world 1, and has 3 dungeons/missions which are the mountain pass, winter cavern, and winter dungeon.
If you unlock world 3 at level 30, you most likely will be able to choose from 3 different subclasses that are Berserker, Paladin, and mage of light.