Is this world the first one with high level characters?

[Aeson]

Thor explains it. Gods have been raised by mortals in previous worlds, and never survive the destruction of their world. There has presumably been a long cycle of worlds with elves created, they raise their own gods, the world is destroyed and the elven gods die.

Thor doesn't say that new gods never survive the destruction of their worlds, he said that he's seen new gods with more worshippers than the Dark One has fail to survive to the creation of the next world. There is a very significant difference between those two statements.