This is exactly the measurement problem, essentially identical between Copenhagen and MWI.
As I understand it, it becomes ever more difficult to maintain a coherent quantum state among larger and larger collections of particles (this is why making large quantum computers is difficult), so for most practical purposes large aggregates of particles behave like a single "world". But there is no sharp dividing line, and the same math applies at all scales.
Unfortunately, this is where the imperfect mapping to which I referred above — between the math and our intuition — becomes misleading, and why I don't like the term "world" to begin with.
But still, the problem I was questioning was different: you are saying "there is one of us in each world". In fact, that is not what QM predicts: in QM, there is only one of us in the entire system described by the wave function, with different amplitudes in different states. A system with 1 electron with some amplitude < 1 in state A and some amplitude < 1 in state B is not the same as a system with 2 electrons, one with amplitude 1 in state A and another with amplitude 1 in state B.
So, if we took a detector that could measure state A or state B, we should expect that it detects state A with some amplitude and, simultaneously, state B with some other amplitude. Instead, MWI postulates that there are 2 detectors, one which measures state A with amplitude 1, and the other state B with amplitude 1 (in fact, it postulates an infinity of detectors, out of which some number measure state A and some measure state B, such that the Born rule predictions by "counting" detectors).
This is the part that remains unexplained.
There is only 1 detector, and it, along with the detected particle, is in a superposition of states.
Again, this is where the language of "worlds" becomes misleading, and why I don't like it.
That's just one of the many problems that MWI fails to solve.
In e.g. the Copenhagen interpretation, observation plays a special role, because it's the moment of wave function collapse.
In MWI, there is no wave function collapse, so there's no need to identify certain special events called "observations" which are somehow different from the rest of physics. It's just our eyes, and brains, and instruments, interacting and becoming entangled with the other things in the world.
When we "observe" Schrödinger's cat, we entangle ourselves with the cat just as the cat was already entangled with the cesium atom. Now the world is in a superposition of two states: in one, the cat is alive and we see it as alive; in the other, the cat is dead and we see it as dead. This is exactly what the equations say should happen. Nothing special.
Even more interestingly, say you want to predict the outcome of a quantum experiment. In the MWI, that outcome is deterministic, and it is a superposition in Hilbert space. However, in your own space, you still need to compute a probability for that outcome.
What is this a probability of in the MWI? The concept of probability across worlds is not really rigorously defined, especially since you need to arrive at very specific results to be consistent with observations.
I agree that the meaning of probability in the MWI context is an interesting open question. Mathematically, it's the squared amplitude of part of the wave function. But why this corresponds to our personal experience of frequency is something I'm unclear on.
It's just that there's one of us in each world. The one in this world sees this one. The one in that world sees that one.