The server with the highest stable activity (as measured by logins with the game's launcher) has always been Brandywine, which is a predominantly US server. Other servers temporarily have higher activity when they are the "Recommended World" in the launcher, but they eventually drop back below Brandywine's activity levels.
That said, Turbine has been doing a very good job over the past two years of directing new players to lower activity servers. The result is that all servers now have a fairly comparable level of activity. (They're all on the same order of magnitude, even Brandywine.)
If you're looking to experience the game with a bunch of other new players, you can't go wrong with the server listed in the Launcher as the "Recommended World". It's a great way to make new friends and get help. Currently, for English-speaking players, that server is Withywindle, which just happens to be a predominantly European server.