Data location is important because some jourisdictions have strict laws regarding where personal data can be stored. You should know what laws apply to you, therefore choose carefully. Here are some rules of thumb:
If you are in the UK:
choose UK
If you are in the European Union:
choose European Union
If you are in the USA:
choose USA
If you are outside of these areas:
for lowest latency choose the European Union
If you are an enerprise and you require a different data location from the ones offered above
start a trial using any location on offer
contact us to discuss adding a different data location
note that you will not be able to use the trial account once a new data location is added