"Kino had lost one world and had not gained another." What world did he lose?

"But Kino had lost his old world and he must clamber on to a new one. For his dream of the future was real and never to be destroyed, and he had said "I will go," and that made a real thing too. To determine to go and to say it was to be halfway there."

Basically, this means that he had moved toward the fulfillment of a dream, and there was no going back. Kino was determined to leave his old world for a one with affluence and financial promise.