String answer = Greenfoot.ask("Question text"); //or use some J thing if you prefer that
if ("correct answer".equals(answer))
{
    //create portal
}
else
{
    //end game
}

private static World worlds =
{
    new MyWorld(0);
    new MyWorld(1);
    new MyWorld(2);
    new MyWorld(3);
};

private int level;

public MyWorld() //without parameter, when starting the game
{
    this(0); //start with level 1
}

public MyWorld(int lvl)
{
    super(......);
    level = lvl;
    //objects added to every world in the same place, maybe score, health
    switch(level)
    {
        case 0: //things added to the first level
        
        break;
        
        case 1: //things added to the second level
        
        break;
        
        //...
    }
}

public void addPortal()
{
    switch(level)
    {
        case 0: //in first level
        addObject(new Portal(1), 210, 120); //add a portal leading to the second level
        break;
        
        case 1: //in second level
        //...
    }
}

public void changeWorld(int target)
{
    Greenfoot.setWorld(worlds[target]);
}

private int target;

public Portal(int t)
{
    target = t;
}

public void changeWorld()
{
    ((MyWorld)getWorld()).changeWorld(target);
}

//in player's act method
Portal p = (Portal) getOneIntersectingObject(Portal.class);
if (p != null)
{
    p.changeWorld();
}