It wasn't long after the first worlds were created by the world council that the first world walker was born. To begin with no one had any idea that a child who could walk through the doors created by the fae had been born, not even the child's parents. At that time no one apart from the fae even knew the doors existed, because it was something the fae were hoping to keep to themselves. Just after her tenth birthday she accidentally walked through a door and found herself on a different world.
After a few months the fae realised they needed to do something about the children and their decision, which was come to after months of arguments, that they should be used in a way that was advantageous to the fae. There were those who disagreed, but their voices weren't loud enough, and soon the World Walker's school was created. During their time on the newly created worlds the fae looked specifically for the children born with the ability to walk through the doors. Almost all were found and ended up in the school, after the fae had talked to their parents about their children's abilities.
For a time the fae's teachings worked. The children learnt about the worlds, how to watch from the outside and not get involved, and started keeping records on all the worlds. However, it didn't keep working and, due to the abilities of the children, who had become teenagers, the fae couldn't keep their eye on every walker, so when they made decisions the fae didn't like they could disappear. Once this happened the fae changed their mind. The original walkers became known as demons and the fae created their own walkers through the use of magical tattoos. The demons were executed by the fae, but protected by the people they came from, so they often weren't found unless they made a mistake.
Often the 'demons' want to change the world, but almost all the walkers are against changing anything that has evolved naturally, no matter how bad it is. It is in part due to their training and in part because the children of walkers often follow a family member into the profession, so have grown up with the belief that no one apart from the races that live there should change the worlds.