Other than what Enkidoh said about the server group, the world is really up to you. There are 3 main distinctions between the worlds: Legacy, ARR, and New. Legacy has all the players from 1.0. The New servers are brand new (like 1 week old). If you want a brand new world go for one of the new worlds. I think there are also a few servers that are more into RP than others, if you are interested in that. Otherwise the servers will have generally the same mix of people.
I'm partial to Malboro, but that's just me.