From my experience, it is preferable to play those four ages offline. If you play on Deep Island shard, you can always reset the age by typing /!resetage or /resetage!
Just make sure, no one is playing when you do a reset. If there are players online, ask them politely if they play in Palamary Bay. Sometimes people get thrown out of the server for whatever reason and they are coming back, so make sure you are not messing with anyone else's progress.
Offline, use the command /reset. It will reset the current age, you will link back to your Nexus.
Having completed Ruins of Azmar (the 4th age), playing online will make things complicated unless you venture there has a party of explorers. It is quite hard and with the thick fog, you hardly see where you are going. One false step and you end up near the library, if the door is open, you will miss all the adventure to get there and open up that door!