I also recommend choosing a server marked as (1st Person Only | Persistence On). This will put a white star next to it as shown in the image above. You can favorite the server you play by hitting on it in the list. This is a feature meant to stop players from server hopping to take loot from multiple servers. If you switch to another server your items and character WILL carry over, but you will be moved to a different random location and be lost all over again. Once you choose a server you need to stick with the one you chose. Now, a couple of things about picking a server.
