You could roll on a EU server depending on your location. NA servers are located in Montreal, so if you have any problems connecting there, you might consider other servers.
For NA servers though, the most populous ones are Balmung, Gilgamesh, and Exodus. Midgardsamor and Leviathan are also good-sized servers, but not the largest. Community-wise, I have heard that Leviathan ranks near the top with a healthy world chat, although it will vary depending on time and which area your character is in. You will also notice that the starting areas are rather sparse in population, but don't let it get you down. Players tend to congregate near easy exp, so if you see lots of shouts for FATE groups, expect a lot of players.
Honestly, S-E already explains a lot of the basic game mechanics through the course of the story. As a new player, there is very little we can tell you except to enjoy the game and try to level to 15 (air travel between cities) or 20 (your first mount) so you can open the world up more and explore. The game is designed to provide tutorials where appropriate. If you have any particular questions, feel free to post and ask in the newbie section. I'm sure you'll get some useful responses.
As far as guides go, there are some basic class descriptions and tricks in the respective class forums. We can probably give specific advice in this thread if you have a specific class or question. The basic functions of the game and menu through the story although they only just mention macro commands and do not go in to detail about specifics. Macro guides are useful, especially for certain roles such as healers and some dps, but they are certainly not required. Hopefully the above link helps you get started. The class threads go in to considerably more detail and debate over which macros are useful and how they should be done, but that's another issue for the future.