Before you even think about modding your game, back up your GAME.DAT. This document saves all your discoveries, which makes it extremely important to the gameplay. The location of this file is:

%ProgramFiles(x86)%\Steam\steamapps\common\LEGO Worlds\GAME.DAT

Copy this file into another folder on your desktop (for example), just to be on the safe side. Now that you have done this, you're progress is safe.
In case you find out that the mod has compromised your GAME.DAT, all you have to do is to copy the original file to the location of the broken one.

! Please remember: There are different mods, not all may include the entire list of models I mention later on !

The modding process varies in complexity according to which mod you use. The main thing is to download it from a safe website, if possible with reviews so you can see if it really works.

Throughout my extensive modding of Lego Worlds, I have found following models (translated from german, english names may vary a little:

VEHICLES:
Dino Catcher || Big truck with gigantic wheels; has an invisible drill
Rock Crawler || Surprisingly weak rock carver
Dino Vehicle || Nippy Jeep; tends to drift
Dino Helicopter || Little Helicopter; rotors don't rotate
Hot Air Balloon || picturesque balloon usually flown by the traider
Little Dino Jetboat || Small jetboat
Big Dino Jetboat || Slightly bigger jetboat
Jetpack || Not an item; comes with almost complete astronaut suit
Heavy Duty Dino Helicopter || Biggest helicopter in the game, rotors don't rotate
Mountainbike || White bike without luggage rack
Seahunter || Dino Plane which can hover, can fly quite fast
Dino Offroader || Buggy with two cannons, can cause a lot of damage
Pirate Rowboat || Similar to the other brown rowboat in the game
Pirate Raft || rudimentary raft, paddles automatically
Little Pirate Raft || smaller rudimentary raft with bigger sail, paddles automatically
Roman Chariot || Light blue chariot, horse does not move
Dino Buggy || Buggy with trailer, drives weirdly
Surfer's Surfboard || "Surfing", hah, you sit on it

ANIMALS:
Barrel || Yes you heard right: the barrel is an animal and can move by itself
Cangaroo || can jump very far (who would have thought?)
Brown Pteranodon || fun to fly
Green Pteranodon || fun to fly
Sawfish || wants a fish, if given, the game will crash
Small Grey Shark || not animated
Small White Shark || not animated
Tricaratops || not animated; when ridden, rider scoots across the ground
Velociraptor || when ridden, rider scoots across the ground

CHARACTERS:
Disco Dude || Does silly dance moves
Downhill Skier || not special
Master Wu || the second Wu in the game, other clothes; walks very fast
Nya (as Samurai X) || very rarely found in mods
Paramedic || not special
Pirate || classic pirate
Roman Imperator || walks very fast, does not take damage
Snowboarder || not special
The Traider || the traider in her balloon (you can still enter vehicles)
||All troublemakers prohibit entering any menu except the pause menu||
Troublemaker (Golden) || first uses bring gold bricks, after that crashes the game instantly
Troublemaker (Red) || first uses brings bricks
Troublemaker (Green) || first uses brings bricks
Troublemaker (Blue) || first uses brings bricks

Whatever they might bring, the mods are worth a try! Not all of them give you all of the mentioned models but will enrich your gameplay anyway. Thanks for reading and long live Lego Worlds!

UPDATE:
I have created a mod which will add most of the unseen stuff while still being safe for the savegame. You can download and use it here:

https://bricksafe.com/pages/RocketRat8/my-mod