Character Blueprint Loading

Hello everyone,

I’ve got 2 levels, the menu and the world.
I’ve also got a character blueprint which is set as Default Pawn Class in the gamemode. So it will spawn at the PlayerSpawn in the world level. But when I print something in my character, for example at the Event BeginPlay, it prints also at the Menu level. So somehow the character blueprint is already being created before the World level.

Is this normal behavior and intentional? If so, why?