Allow me to give an honest answer. It so happens I actually do make an online rpg as my expertise happens to be in network client/server applications. So I am quite familiar with the subject. However, there isn't much for me left to say as Dark Dimension is spot on with his comment. If you aren't making an MMO, why would you even want to know this? :p
Because if you were and you can't even answer your own question, I highly advice against continuing. A video game is complex enough as it is, but multiplayer? That requires a deep understanding of HTTP, Sockets, Server/Clients, IP Addresses, TCP/UDP, Ping and basically just all basics in networking that exist. But to answer your question shortly: You can't.
Switching between servers means loading as you would have to close connection with the current server, which probably also have to save your state first before you can continue And with your state I mean your character data like position, stats and such. Once done you would need to setup a new connection to the other server. If that succeeds the new server would first have load the last saved state of your character and send you the state of that server. And with the server state I mean data like the players that are currently connected, items that are on the floor, locations of NPCs and god knows what. And that is usually quite some data. Once your client got all of that it would first need to parse that data and use it to generate game objects and the map and prepare everything. Only once that all is done, you'll have successfully switched servers. And that is actually a very brief explanation as I didn't cover the subject of authentication, connection validations etc.