It's up to you.
Staying in Bera : You'll have a lot more available to you, and it'll be less of a fight and you won't have to be as self-sufficient, and you'll be able to afford more. But you'll have a hard time getting a training spot or killing bosses.
Going to another world : You'll be starting anew, probably struggling at the beginning, be forced to loot a lot and slow down training, no friends for a period of time (depending on how you make friends), items probably cheaper, other things hard to get. But you should be able to find training spots easier and have more freedom to kill bosses.