Jesus and the disciples have differences regarding the world -- Jesus is from heaven while the disciples were born in Earth, and Jesus is not susceptible to sin while the disciples are. However, both of them have something in common regarding the world -- they are "not of the world" (17:14,16).
So what does Jesus mean when he says that He and the disciples are "not of the world"? The word "of" designates a sense of belonging while often times "world" is used to represent sin values of the world (i.e.: greed and selfishness); hence, being "not of the world" means not belonging to worldly standards (especially from being set apart by God). The disciples, while susceptible to sin, chose believing in and following in Jesus over the worldly values and worldly religious structures. Because the disciples belong to Jesus, they focus on Jesus. Even today, believers can be considered "not of the world" because they chose Jesus as Lord and Savior -- something that the world not necessarily accepts.
It's worth noting that Jesus does NOT ask the Father to take the disciples out of the world. The disciples (and all believers) physically live in the world and have some sort of interaction. However, Jesus does tell the Father to "keep them from the evil one" (17:15). In other words, since we are set apart by God to be "not of the world", we can count on the Father to empower us to not get overly swayed by sinful values favored by the world. In fact, God sets us apart to unleash the light of the world and for us to show our friends the power of Jesus.