'thousand world' is from a buddhist saying. It is the shortened version of 'three thousand large thousand worlds' (direct translation, sorry!), and is from an ancient Indian legend regarding a great range of worlds.
According to this --- bible: this world we live in, in the center is ---mountain, and there are seven mountains and 8 oceans that surround it. Within the oceans are 4 great continents, on the outside of these oceans are borders of mountains. There is one sun that lights the four continents: east west, south, north (character naming of these continents), and together they are one small world. A thousand of these small worlds become small thousand world, a thousand of these small thousand worlds become medium thousand world, lastly, a thousand of these medium thousand worlds is one large thousand world.
And because one large thousand world consists of small, medium, and large, these three thousand worlds, it is thus referred to as three thousand large thousand worlds, or in short, large thousand world. According to Indian legends, Buddha protects and teaches the whole three thousand large thousand worlds, anything that extends beyond this range has no borders. *Large thousand world' is used until now.
This is why Zoro says, 'Nine mountains, eight seas, there is nothing I cannot slice. Three thousand worlds!"
After defeating Pica, Zoro's says: "---(japanese, japanese, japanese...)---" This is a famous phrase/motto among the Japanese mafia. According to the mafia, the levels of the society in order is "Normal working civilians, beggars, mafia, then thieves (or pirates)". Mafia is underneath beggars, and above thieves. Therefore, the mafia cannot despise beggars, but all despise thieves. The mafia with morals and dignity, do not cause trouble to civilians. The definition of "mafia (Yakuza)", in Chinese means "brotherhood", and in China, the brotherhood usually does not take part in proper professions and does immoral things. But those that do well in the brotherhood, call themselves 'chivalrous heros'.
Here, after defeating Pica, Zoro says this phrase to teach those who are also living in the brotherhood (as pirates), does not follow the chivalry code, and chooses to hurt civilians that do not wish to fight.