What species are these visitors? Why did they come to your fictional world? Are they on a mission? How do they benefit the places they visit? How do they deal with threats to themselves or those they are trying to help?
How do they break down cultural differences between the world they come from and the one they're visiting? (There are bound to be some, even if one of the reasons they visit your world is, say, a shared past).
What special skills do the visitors have? (Which are unique to them and not to be found on your main story world?). Does the world they try to help benefit them in any way? Are there any mixed motives behind their helpfulness? (Nobody's perfect after all).