The Gate of the Worlds is a name given by the unicorns to a mystical power, allowing one to traverse space and time. Eredin and Avallac'h are known to have once possessed it (with tragic consequences for human race), now trying to retrieve it. It seems to be a natural power for the unicorns.
Ciri is a prominent user of that power, having travelled numerous times and dimensions (along with what seems to be France and other parts of Europe during the medieval era, as she meets Teutonic Knights) which gave her the title of "The Lady of the Worlds".
Alvin is also likely to have possessed it to some degree.