lets go through the basics...
World - this is a single theme area of your game, if your game is based on the same world (suchas Halo) then really the entire game is described as a world but some games have multiple worlds, suchas Warcraft3.
Level - this is an easier to digest sections. Oftenly it is used to break up major story points, however it can also be simply the next area of the world.
Area/Section - these are used in many many ways, you can either break a small subsection of the story with these, or divide a heavily polygonated world into easier on the hardware parts, or a way to seperate the puzzles, or it could just be a way of making several smaller models of a level like rooms seem like a single level.
thats essentially the very basic simple overview to levels
don't get sucked into Ermes "what is a game" argument again because personally i think he just asked the question to wind everyone up because he wasn't satified with any of the answers he got ...
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though what the help file needs to explain level/sections for is a bewilderment to me.
