I discovered something, but that might mean there are *SPOILERS* down here.

Today I had an almost flawless run through world one, allowing me to pick up lots of treasure. Later in the world, there were a few treasure caps that gave me blue orbs as (showing in the top right corner) well while the spirit of our God (I suppose) appeared above Volgarrs head (awesome!). I collected three of those orbs, the last one at about 1100 treasure. In our basecamp, a wall on the top floor opened up ones I arrived there, next to the statue. I got to the next world, but didn't start at the beginning of that world, and with a Valkyrie at my back to boot. I think I started halfway through world 2. After three deaths (the three orbs?) she disappeared on me and I was brought back to the start of world 2. Is this another shortcut mechanism to reward players that play really well? I also noticed the bottomdoor at the basecamp was also open, so I can only assume you can choose to not immediatly use those orbs, but spare them for later use and skip the first half of later worlds. Any thoughts?

It's called the Path of the Valkyrie, which is basically your hard mode or second quest. The maps are all different, and you have limited chances to get through it (those blue orbs). If you run out, you go back to the Path of the Crystal, which is normal mode.

I see, thanks for explaining. So, I now know how to get to the second quest of world 2, but how do I get access to the second quest of world 1 than?

There is none for world 1. Path of the Valkyrie starts with world 2, but it also goes up to world 7. Path of the Crystal ends at world 6.