Each story is standalone. Some worlds have a System and some don’t. You can skip any of them without affecting your reading experience:
World One: Dream of the Red Chamber
World Two: Ye Luoli
World Three: The Lost Tomb (Peng Sanbian)
World Four: A Record of a Mortal's Journey to Immortality (Mo Caihuan)
A friendly warning: this author’s plots can get pretty strange and don’t follow the original stories or adaptations, so the characters may be out of character.