It's happened at least twice with users: they see to open a world they must point File -> Open World... at a level.dat file. So they copy the level.dat file somewhere else and open it. This won't work - the level.dat is just the "table of contents," not the world itself.
Maybe the easiest test is to check if there's a "region" subdirectory and see if there are any files of any sort inside of it. If not, warn user.