It wasn’t world changing. It was a fairly big deal for the people who lived in Rome and its territories, and for some of the neighboring areas (like Egypt), but for most of the world it didn’t have any immediate effect.
Even within Rome, it wasn’t so much a sudden change as it was the culmination of a process that had already been going on for a couple of generations, in which powerful, popular generals would take over when things weren’t going their way. Caesar was just the first person in a while to take power and then refuse to give it up.
The major changes in Roman government don’t really happen until the transition from Republic to Empire, which did *not* happen under Julius Caesar. Caesar held the title of dictator, which had existed throughout the history of the republic. It was his adopted heir, Octavian (later Augustus) who began those changes.
Even then, though, I’d argue it wasn’t all that world-changing. The Empire didn’t really introduce a lot of novel ideas of governance. Some of the more competent Emperors expanded the territory and built some cool stuff, but some version of those things probably would have happened without JC crossing a river.
I’d say the biggest change brought about in the wake of Caesar taking power was that after the various civil wars Rome enjoyed a political stability that it might not have had if the Republic had continued, and which might have been necessary to keep the Roman political entity from blowing up.
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