I think second, then third, then the first option, as to slowly increase his strength, keep new scenes(worlds) but not over do it in any world in particular. but so far lovely story, keep up the good work!
Also, if you would like to guess what these 3 Worlds are , feel free to try. (As a clue, I will say that none of these Worlds are from anime.)
Fantasy · Ultimatekua
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The Arcane Empress [UnEdited]
Celestial Extraction: Starting by Stealing Arcane Empress' Knowledge
Fantasy · FightLoveSystem