Is there a server on minecraft where you can create your own world?

Are you talking Xbox 360 or PC?

PC:

If you're talking local friends, that's easy. Just make your world on single player, and open it to local area network. That will allow them to scan for any local servers nearby and you can play inside of your house or at school or wherever.

If they are online friends, you'll have to make your own server. Just google "How to make a server on Minecraft" and that'll lead you in the right direction.

Xbox 360:

All you have to do here is just play split screen with your friends. It might have a local area network feature. You know, multiple xboxs, multiple TVs, I'm not sure about that one though.

If they're online, just invite them to your game.

Take care.