Pervasive worlds are computing environments where a virtual world converges with the physical world through context-aware technologies such as sensors. In pervasive worlds, technology is distributed among entities that may be distributed geographically. We explore the concept, possibilities, and challenges of distributed pervasive worlds in a case study--an exergame entitled Running Othello. Combining a board game with sensor-enhanced physical activity, Running Othello aims at motivating young players to be physically active. Based on the analyzed literature and mixed-method evaluations of Running Othello, the following contributions emerged: (i) a total of 13 design principles for distributed pervasive exergames, (ii) the players' perceptions with distributed gameplay, (iii) an analysis of development challenges, and (iv) four dimensions of distribution in Running Othello. Player evaluations were conducted on university students and on children and young adults participating at a science festival. These results are useful to scholars and developers interested in the concept of pervasive worlds. With this exploratory paper, we have taken the first steps toward comprehending the conceptualization, design, implementation, and evaluation of distributed pervasive worlds.