Character race doesn't matter too much. Just choose something you like, because you're going to be looking at that character for a long time to come. And as you level up, you're going to be putting points into whatever attributes you want. So you can have a lalafell Gladiator, or a Roegadyn mage, and not actually be any worse off.

Selbina is rumored to be the busiest server. I don't know if that's true or not. But if you want a lot of people to interact with, choose a busy server (usually shown by the number of chocobos in the server menu). And then start in Uldah. Most players have migrated to Uldah on pretty much every server, so that's where you'll find most people.

You'll probably want to join a linkshell as soon as possible. Not only is it incredibly helpful to have others there to help you out, but it gives you people to interact with.

I'd consider either joining EdenArchangel -- who's always helpful to new players here in the forums -- or check out the forum for whichever server you join. Linkshells sometimes post ads there, so you can join one of those linkshells.

Welcome to the game, and good luck!