Originally posted by Ventura:

Just be aware that if you join with a person that's a much higher level than you and/or start adventuring on their map, It will start having items and craftings available to you only on their map until you discover the regions and level up on your own map.
If you are into the adventure discovery aspect of the game, joining with another person that is not discreet may spoil it for you. There are also some griefers (as in any game) that will sabotage your map, kill your character for the spoils of your findings and continually delve hell and damnation on your quest so be very careful about those you play, invite or give a password to your world.