Before you make up your mind, you need to know how to rank your servers. Some players tend to judge servers by the number of friends they play. But the only correct method of ranking servers is to look at latency (PING). If you want to enjoy the game and have a level playing field with all other players, you need to make a decision ONLY based on the number of lags.
There is a rule: the lower the PING the better.
Imagine you live in the US but for some reason you choose a server in Europe. All European servers will be full of European players and you will have to play with or against them all the time. The problem, however, is that their ping will be around 70-80 ms while your ping will be over 250 ms. Your European opponents will receive all game data 2-3 times faster than you! This means they will always have more time to react.
Therefore, you need to look at the New World server list and find the server with the lowest PING. Luckily, the game shows latency for each server, and you have all the info to make a good choice.
Don't forget that you can't transfer your character from one world to another. This choice is permanent. The only way to change servers is to create a new character!
New World Server Selection Guide: Which Server Is The Best?