There is no benefit to choosing one race over another. My suggestion is to choose the one you like most and go with it.
The best starting area is more of an opinion, but I would say that the surrounding area around Gridania is more like a maze. It can be cramped and if you run into a narrow path with an aggressive mob in the middle, you'll have a hard time getting through without being attacked. Uldah and Limsa Lominsa are surrounded by vast open areas. They are easy to navigate. From personal experience, I'd say that levs from Uldah and Limsa Lominsa tend to be easier for me than those from Gridania. Limsa lominsa in my opinion have the easiest ones of the 3. Gridania can be tough b/c some of the targets for levs can be behind some aggressive mobs that can 1 hit kill you. I'd say choose a city based on which class you will be starting off as. Find the city with the guild of your class and choose that city. I chose Archer, so I started in Gridania.