The .jar file for the World is about 96K, this can take a few minutes on a slow connection. Once it has loaded it also needs to load the data for the areas, plus the media files. This in total can be a while. To improve download time, you can visit the training ground and pre-cache the images.
For those wondering why they cannot visit the World, be aware that it is written with the full Java 1.1 specification.
This means that Netscape Communcator/Navigator and Internet Explorer don't work too well. Visit the running page to find out how to enable your system for this.