When United Methodists talk about mission, we often use John Wesley's quote about "the world is my parish" as a way of linking mission to Methodist DNA. (The actual quote is "I look upon all the world as my parish.") UM & Global itself has used that sentiment on its social media pages.
The only problem with this use of that quote is that John Wesley wasn't talking about international mission or the global church when he wrote it. He was talking about his right to preach in other people's parishes, with or without their consent. Frankly, other than his ill-fated Georgia expedition, Wesley wasn't that interested in spreading Christianity outside the British Isles. He was more interested in reforming Christianity within them.
The founding Methodist who did care a lot about international mission and the church outside the British Isles is Thomas Coke. Coke was one of the first two bishops of Methodism in America and was involved with spreading Methodism to the Caribbean, Canada, Ireland, France, and Sierra Leone. He died en route to start Methodism in Sri Lanka, with companions headed to South Africa as well. You can learn more about Coke in this short biography and this short video about him.
Coke also wrote the first Methodist mission literature: a pamphlet entitled, "An Address to the pious and benevolent, proposing an annual subscription for the support of missionaries in the Highlands and adjacent islands of Scotland, the isles of Jersey, Guernsey, and Newfoundland, the West Indies, and the provinces of Nova Scotia and Quebec." He wrote it in 1786, over twenty years before William Carey's famous pamphlet, "An Enquiry into the Obligations of Christians to Use Means for the Conversion of the Heathens," which is often credited as kicking Anglo-American mission work into high gear.
Coke's pamphlet is still worth a read. It also contains this lovely affirmation of the global church, which this blog has adopted as its new Methodist mission/worldwide church affirmation: "Oceans are nothing to God, and they should be nothing to his [sic] people, in respect to the affection they bear one another." As United Methodists around the world, may we be affectionate to each other as Thomas Coke envisioned.