Yes you can choose the server. The only server you can't go on atm is Bahamut and Odin because they are full.
Game is still very active and full, some servers more than others.
Take a look at the economy index on FFXIAH.com to get an idea.
Your best friend is
www.ffxiclopedia.com. Read up on things before or while you are playing. There will always be people willing to help out but it is a lot easier if the new players read the guides on the wiki instead of constantly asking questions. ^.^
Have fun.