In the Software Engineering Education (SEE) context, virtual worlds have been used in order to improve learning outcomes. However, there is a gap in the literature in order to characterize the use of the Metaverse for SEE. The objective of this work is to characterize the state-of-the-art of virtual worlds in SEE and provide research opportunities and challenges to fill the limitations found. We conducted a systematic literature review, and we established 8 research questions that guided the study, as well as performed data extraction. We report on 17 primary studies that deal mostly with immersive experiences in SEE. The results show some limitations: few Software Engineering (SE) topics are covered; most applications simulate environments and do not explore new ways of viewing and interacting; there is no interoperability between virtual worlds; learning analysis techniques are not applied; and biometric data are not considered in the validations of the studies. Although there are virtual worlds for SEE, the results indicate the need to develop mechanisms in order to support the integration between virtual worlds. Therefore, based on the findings of the review, we established a set of components grouped by 5 layers to enable the Metaverse for SEE through fundamental requirements. We hope that this work can motivate promising research in order to foster immersive learning experiences in SE through the Metaverse.