You seem to want this decision taken out of your hands entirely by some concrete aspect of the game, but I don't think that exists for you. As has been mentioned, Limsa and Ul'Dah weren't made with the existence of Xaela immigrants in mind, their entire vibe and culture having developed completely Xaela-less, both in the actual game world and during real-life development. The Xaela themselves, meanwhile, have a (quite thorough) naming conventions thread and a character-creation summary screen to glean culture from and that's about it.
Many people have offered solid reasons for each city-state, with Limsa seeming to be the popular answer for a variety of reasons (I'm now Team Limsa, too). With the limited amount you've told us about your character, this is all we can do. Actually, that's probably the biggest reason this all isn't clicking for you in-game: you have no idea who your character actually is. Which isn't surprising! The game paints the WoL as a blank slate by default and provides precious few opportunities to define any kind of personality, and the Xaela don't have enough of a presence to tell you how you should act (never mind that they aren't exactly a monolithic culture to begin with).
But that does mean that to decide - to really make it click - you're gonna need to do a bit of legwork yourself. You need to define your character on paper (or in your brain) in a way that the game never will. There are lots of tools for role-players to do this around the internet; you might want to start here, on the FFXIV Roleplaying forums, as they're quite experienced in this area. As part of this process, you'll also need to give that Naming Conventions post a read, and decide which tribe you want your Xaela to belong to, as well as look at how that Tribe relates to others (if at all). You should probably then give yourself a primer on Mongolian culture to fill in any gaps (keeping in mind that the tribal practices supersede the Mongolian ones where they contradict). This will all give you a basic cultural background for your Xaela, and (provided s/he's not a black sheep) define your core values and what role you're used to playing in society and maybe even how they respond to other societies of certain types (if your tribe has specific relationships with another). THEN you can decide, based on either the classes available or local culture or both, what Eorzean city-state best suits you. And the key word there really is BEST, because it still won't be a 100% match, but you're a wandering adventurer who gets swept up into something much grander than a single city-state rather quickly anyways, so I think there's a pretty low need to fit in completely anyways.
For the record, here's my reasoning for starting in Ul'Dah. Keep in mind that I fashioned this after the fact, because I wanted to start as a Pugilist, so my process was a bit backwards from yours, but I think it's a reasonable example of basic extrapolation as character development:
Because the Raen are reclusive and solitary, I needed a reason for Ryuji to go to Eorzea in the first place. I decided that he had a curiosity and wanderlust that didn't quite fit into the rigid social conventions of his people; given the naming conventions, I assumed these to be similar to high-society Japanese social conventions, so that meant that I had to put Ryuji into a higher-class family. I went with merchant, because I didn't want him to be the outright son of a lord. I then needed a reason as to why he would be a Pugilist specifically, which isn't exactly a well-to-do fighting art. Thus, I developed a backstory where he rebelled in his youth by ditching the studies provided by his merchant family, who had little time for their fourth child, and often found himself scrapping with and causing trouble among the disaffected and low-born; thus, Pugilist suits his background.
But I needed a way to get him TO Eorzea and the Pugilist's Guild, so I had him disowned by his father for all the trouble he brought to the family name, only to be picked up as a ward by the governing family of his small town for his curious mind. Here, he was whipped into shape, but was still too unfocused and undisciplined to serve them as a warrior. One of the Hinoto combat masters knew of Hamon Holyfist's reputation and of his less-rigid Pugilist style, however, and suggested that Ryuji be sent abroad, where this foreign fighting style could bring craft to his unpolished street style and bring a unique flavor to the Hinoto name. And so, they sent Ryuji to Ul'Dah and the Pugilist's Guild specifically, and it was in his travels to get there that Ryuji gained disdain for the Garlean forces occupying Othard - but that's a different story altogether.
As you can see, the need to explain those two basic aspects resulted in a massive exercise in extrapolation, and gave me the outline of a character that I can continue to flesh out and develop at my own leisure. And that's with the relatively little that Raen players have to go on! Imagine what you can do with all the tribal and historical Mongolian facts at your disposal!