Travelling from NF to P and F...

I am a little confused. I reached the point in Nightfall where you are given the two quests concerning travelling to Prophecies and Factions. I did the mission which takes you to the NF mainland but don't see a way to go to Prophecies and Factions to complete the quests I was given.

What do I need to do to get my character to the other stories?

Please excuse me for not remembering which story is Cantha, Tyria and Elonia.

To go to Tyria (Prophecies) from Elona:
http://gw.gamewikis.org/wiki/Terror_in_Tyria

To go to Cantha (Factions) from Elona:
http://gw.gamewikis.org/wiki/Plague_in_Cantha

I have a feeling you picked up the quests for gaining the heros Zenmai and Olias, which are not the same thing. You need to complete the quests given above first before you can travel from one to another.