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Thanks a lot. When we consider ourselves to be 'of this world' we tend to get stuck in making it too "real". We complain about our world's apparent unchangeability and play victim to life circumstances. "That's how the world is and I cannot change it" is the common mindset then. 'not being of this world' means finding back to one's inherent power, detaching from the collective consciousness flux, recognizing that we have all tools within to change our own reality for the better. So in other words, 'of this world' means getting stuck in the collective experience, unaware of one's power to shift out of that.

Hope this clarifies a bit! :)