Relic Ruins is the first area you come to. It contains Earth element enemies.
Upon completion of the Relic Ruins, you receive the Earth Knight and 11 XP.
Thieves' Cove is the second area in knights and dragons. It contains Water element enemies.
Upon completion of the Thieves' Cove, you receive the Water Knight and 21 XP.
Skeleton's Tomb contains Water and Earth element enemies.
Upon completion of the level, you receive 30 XP.
Flaming Wildwood contains Fire element enemies.
Upon completion of the level, you receive the Fire Knight and 40 XP.
Cold Rock Crags contains Air element enemies.
Upon completion of the level, you receive the Air Knight.
Faerie Forest contains Spirit element enemies.
Upon completion of the level, you receive the Spirit Knight.
Writhing Cascades contains Air, Water and Spirit element enemies.
Guardian's Crossing contains Earth, Fire and Air element enemies.
Sparkling Steppes contains Earth, Air and Spirit element enemies.
Blazing Tides Fire, Air and Spirit element enemies.
Caballero Desert contains Fire, Water and Air element enemies.
You can't, just come back later and select the same area and level and you'll start at the stage you were at with your knights healed for however much they had time to heal, if you wait like an hour or two they should be completely healed, however the monsters on that stage including the defeated will all be completely healed.
When you are fighting in the different areas & you wind up dying but you don't have or want to use gems to heal & don't have life potions how do you go back to fight with your other 3
Knights?