There are three starting regions: Ul'dah, Gridania, and Limsa Lominsa(The Benchmark for FFXIV is taken from the cutscenes of the Limsa Lominsa starting CG movie).
As far as I can tell, the only benefit is purely aesthetic. If you prefer wooded regions, Gridania is your 'hood. Desert cities? Go for Ul'dah. Cities by the sea(Limsa).There are no starting gear benefits(such as the rings from FFXI).
Now, if you plan on a certain career path, different cities do house different guilds, but I'd suggest just going with the city that seems to fit your personality the best. You can always run/ferry to the other starting cities once the time comes to start earning Guild Marks(lvl 20), and that'll be a much easier run than it was in FFXI.