@Wriggle
Well that's the weird part. My only explanation is that John has Ansem's knowledge when it comes to using Darkness, so that might explain things. Maybe there's particular tethers in each world that transport him to his destination, or perhaps he simply thinks about where he wants to go and it happens. It's just something that I think is hand-waved in the games.
Of course, I'm just assuming they work like gaps...
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