I would pick one of the 3 chocobo servers.
Besaid is quite busy (but I am biased as I am in Besaid) and full of nice people who will help you out.
It doesn't matter which city you start at, you will end up in Uldah anyway as your missions and quests go all over the world. The storylines aren't that much different either plus the only time you really have to choose which city to "join" is when you join the grand company at your 20s. By that time you will have an idea of what area you like the most.
The best idea is to try to talk to people in say or shout to get a linkshell as soon as possible. FFXIV can be a lonely game (due to the lack of people at the moment) if you dont have anyone to play with.
Good luck and don't give up after one day, it gets more fun after a while ;)