Depends on the rules for entry, so to speak. Do I have to be purely myself with no special additions/consideration for the fact that I'm not really suited for travelling? Or do I, like the usual story-version of this, have some kind of special talent or ability, or get kicked up a notch to be able to deal with things?
Leaving aside the most direct consideration -- I wouldn't go to any realm where I have to leave my family behind -- I'd say my own world of Zarathan. There, even as "just me" I have... rather clear behind-the-scenes knowledge that I could use to great effect.
Other than that... maybe Oz. There's plenty I might like to visit if I had the right powers or backup, but without that I'd want to play things safe.