Currently the only way to change server is to recreate the character on another server.

There is going to be a world transfer service which was supposed to start mid-september (may have been pushed back due to initial problems with the game), but that's likely to have a small cost associated with it.

However, you may not be aware, but both the EU and the NA servers are all located in the same physical place (Quebec, Canada). The only reason SE calls them EU and NA is to try and create artificial regions where the majority of players will be from that area.

Personally I live in the UK, but I'm on a server that's designated NA, hasn't caused me any problems at all. A lot of the people I know are also from the UK and are also on it

Hope this was of some help!