For each map there is plater limit so hundreds players leveling in one place won't have to fight over one monster or interactive object. If the limit is reached new instance of same map is created and new players will join it instead of main one. This creates something like a parallel realities so no map will be overcrowded, between which you can easily communicate (chat is common to all instances of the map).
You will be changing instances mainly to move to trade with someone or join rest of your team. You can change the instance using the blue rune icon near the minimap or the "Change Instance" button in the lower right corner of the map window ("M" key"). You can also directly click with the right mouse button on one of your teammates portrait and select "Move to their map instance".