I think one of the (hypothetical) hurdles that cross-world characters stumble on is the fact that they're from other worlds. RP becomes viewed through the lens of "OH WOW WE DIDN'T HAVE THIS BACK IN OZ" and it can very easily overwhelm the setting you're existing in, simply because it isn't the setting you originated from.
It's a stereotype, though. Not everyone plays up the "I'm totally not from around here, let me tell you how much I'm not from around here" card. You could find a lot of success by being an outsider: Despite "adhering" to lore I have never once stated precisely where Warren was from! Then again, I'm of the mind that your background doesn't necessarily matter compared to the here-and-now.
As long as you don't place exaggerated emphasis on how you're not from this dimension, you shouldn't run into many problems. My advice would be to not play up your home world and just try to adapt to Eorzea's oddities.
It's a stereotype, though. Not everyone plays up the "I'm totally not from around here, let me tell you how much I'm not from around here" card. You could find a lot of success by being an outsider: Despite "adhering" to lore I have never once stated precisely where Warren was from! Then again, I'm of the mind that your background doesn't necessarily matter compared to the here-and-now.
As long as you don't place exaggerated emphasis on how you're not from this dimension, you shouldn't run into many problems. My advice would be to not play up your home world and just try to adapt to Eorzea's oddities.