As a general rule a wizard should have advanced 10 levels through each world. These are roughly the levels you will be at the start and end of each world. (Unless you do side quests, then your levels will be higher when you enter the worlds. For example, I do EVERY side quest and am level 95 and have just started Khrysalis, whereas my nephew [who speed runs the worlds] entered Mooshu at level 28)
Grizzelhiem is a special world that you begin questing in at level 20 and it progressively gets harder as you quest through the worlds. With Wintertusk, Grizzelhiem has quests for each level Wizard up through 60.