Im sure you will be able to find a good linkshell no matter which server you choose, just try to be social and use the /shout feature, say something like "New player looking for a friendly linkshell :)" or something and i bet someone will give you a /tell.
One thing I wanted to mention is that there is a npc called an "Artisan Moogle' located in each of the three main cities. If you talk to him he will give you the option to buy a Mog Sack for 10,000 gil, a little pricey for someone just starting out but very cheap nonetheless (a stack of crystals will get you 3-5k on average). This is something youre going to want to invest in early on as the mog sack doubles whatever your inventory is (there are other quests to increase your inventory later on in the game and the mog sack expands for free along with it).
I recommend doing this early on so you dont have to worry about inventory space, back when I used to play there was no mog sack so its great to have! You can also get something called a Mog Satchel which gives you another bag of inventory space but, unlike the ingame upgrades, the mog satchel is only given as a bonus to those who purchase a Square Enix Token, which is an extra add on you can plug into your usb port for increased security. I dont have one yet but im looking into ordering one in the future, I think they cost $5-10.
Edited, Feb 6th 2013 2:03pm by aadrenry