Guild Wars 2

Forgot to say that my home server is ferguson crossing (really empty) and my reason for wanting to transfer is I want to move on a more populated server.

I’m very new to this game and thought that each characters had their own individual server worlds, not knowing all would be bounded to this.

I bought the heroic edition and I recieved these special delivery mails with items on them. (unopenned.) and read somewhere that deleting all characters will enable server transfer for free. Also wondering if my mail containing special delivery items will be saved?