I am not that familiar with CAW, but it does seem similar to some forms of Kabbalah to me. The nine worlds connected forming the tree of all life and eveything being God.
With Kabbalah, it was my understanding that you must fully understand "world" #1 before moving on to say, "world" #5. You can't go from kindergarten straight into 5th grade.
Personally, I should think it's not so much as "not allowed", as it is that you will be in over your head. There is a difference between knowing what each world stands for and actually living that world, or incorporating that world into your very being. (I hope that makes sense)
As for the Devil, I didn't think that was part of CAW and it isn't part of Kabbalah either. Negative force does not equal "The Devil". There is an excellent book I would like to recommend about the origins of The Devil: The Birth of Satan, by T.J. Wray and Gregory Mobley in a nutshell, this book illustrates how Biblical concepts developed into a red guy with a pitchfork.
Since you seem to be struggling with the basic idea of negativity = evil, I personally wouldn't recommend trying the waters of other worlds just yet. But that's just me.
yeah, I did some meditating, negativity isn't so wrong. It's more like there is a protection spell gaurding acacia from someone who would use it unethically. I could go there. But right now, I would be in over my head.