I wouldn't sweat so much picking a close server as long as it has enough users to be around for a while, reasonable rules, and isn't under too much strain. Just by getting off the big servers, you'll have a much faster experience and access to the same content.
I moved from lemmy.world to this one that specializes in my interests, and it's running great.
Good tips! I should have explained a bit more, but by getting a server as close as possible, your ping should theoretically be lower than an instance that's far from you (I know, the internet is not a straight line to the server).
The best way to test this is by pinging the server in a CMD prompt/terminal.
Indeed. If I remember correctly VLemmy is in Ireland, and yet I've gotten consistently fast responses from it except during server upgrades. I think the size of the instance really does matter here.