I love this game, I love the Immersion of it.

One idea I would love for immersion and it might just be me is a Portal that would take us to a "Realm Menu" preferably one that is large enough for Ships to Sail through and can be placed one Water.

While I don't think it's a priority I think a lot of us take advantage of the fact inventories can be transported between worlds (saves), I think a lot of people do this to visit Friend's Worlds, Public World's or some to "cheese" the system with Metal teleportation.
I myself have 3 Worlds, a Home Base, a Resource World and my OG World for Friends, I tend to log in on my Home Base see what I need then go off to another World to find it and then sail back to the Base I build before swapping back to my Home Base World, I do this so when all the Biomes are eventually release I wont need to rebuild my Home in a new Save and also so my Home is safe from late game World Events, I like the way the devs have generated seeds with the future in mind.

I just think it would be cool to Sail my Ship into a Portal (Maybe it has to be placed on the edge of the world, maybe it is the edge of the World?) and that takes me to a menu (even if it's just back to the main menu like we do now) and then when I pick another save I come Sailing out on the other side.