There are many instances in the New Testament where Christ told the apostles that they were not of the world. Since they were flesh and bones men who ate and fished and walked, it seemed to me that they were pretty much members of the human race and therefore, of this world. The world means more than humanity.
My first thoughts of worldly-ness are of money or of sexual pursuits, or power and influence. "The world" could mean all the "bad things" that are around. The world in this instance could mean sin. Jesus was telling us to stay out of the way of falling into sin.
I have come to recognize that staying out of the "world" can mean also avoiding things that are not directly sin. Near occasions of sin, if you will. I have recognized that some "pleasures" whether they be chocolate commercials, luxury cars, or off-color humor can become and in fact are near occasions of sin. They create the want for things I don't need. They create a focus away from good and toward the things of this world that are not good.
That is what Lent reminds me of, that I need to fill my mind up with goodness, pureness, holiness as much as possible. These things are in short supply in this world. I need to create an oasis of these good things if I am to survive in this desert of a world. If the things of this world seem attractive, I need to look closely at the Cross and consider the love that Christ has for me.