XD I did the exact same thing. You can go back, yes, don't panic! Every world has at least two chapters, you just need to finish both to re-open the way to some worlds. X3 I thought I missed out on the Pridelands, but I just had to do another part in Halloween Town and Aladdin's place to open the path there. :3 Don't fret, everything is accessable, even from the very last area.

Have you played through the Colosseum twice yet? *_* *happyrolls on Auron* Such a snarky bastard~