Select your headquarter, i.e. a city where you start. You will have your first garage there. Later, as your company grows, you will buy new garages in other visited cities, as well as you will upgrade those already owned.
Select one city from 68 available as your headquarters. The location is not very important at the beginning, but it may influence the gameplay later. Central locations have some advantages: easier and quicker access to cities (and more of them within your range). Besides, when you pick up a city e.g. in France or Italy, you have to take into account paid highways. I would recommend Great Britain only to those who like the left-hand traffic.
Later, when you hit the road with your own truck, the location o headquarters will not be very important to you. You will be able to repair and upgrade your truck in visited cities, and pick orders from local companies. Then, the location of your headquarters will not matter at all.