If you wish to play with friends, make sure you all choose the same realm.
So, which world should you choose? It all depends on the type of player you want to be. If you want to play solo, choosing a new player or low population realm is a smart idea because you’ll typically find lots of gamers ready to help. If you wish to play with friends, make sure you all choose the same realm. Those looking for more role-playing like in D&D might look at the RP worlds.