To expand a little... The newbie zones are pretty deserted on all servers, except maybe on Franz (newest server, but I wouldn't go there). When you level up a bi and go to Gludin you'll see more real players, not a lot in Gludio, quite a lot of people in Dion and an insane amount of people in Giran.
look through the the other server forums and you will see how the people are on those servers, also most of the people you meet will be in giran or dion (lower lvl) for cities and hunting areas but you will figure the best places to grind pretty quick.. GL
Also be sure to check the server personality thread :) It will spare you the shock of surptise if you entered the wrong one that goes against your play style.
Some servers are known to be very PvP others to be more RPG...It all depends in what type of world (playing wise) you wish to go. For the rest all that's been stated is about the same on all servers. Indeed lowly regions are a bit deserted but then again you are not going to be very long there considering the newby help and buffs etc... Then once you hit the bigger cities you should be able to meet more fellow players ;)
Oh and you'll have your dose of shops and auto friends on all servers, no way to avoid them ;) Good luck and good play fun
The low lvl areas tend to be pretty empty, you will see alot more people when you get a bit higher. If you want to see poeple in the arena would be easier to use the gatekeeper for the free teleport to the race track.