After logging in you will see the start screen with a choice of your character. You can create or delete a hero, change game options, go to a support page and of course start playing (Enter World). The Foundry is system allowing you to create your own quests in Neverwinter for other players.
You can buy additional character slots for Zen (currency you can buy for real money).
After clicking New Character you can select server (Shard) for your new toon, before deciding ask your friends where they will or already are playing, check forums where your favourite community is playing. Remember that each of your characters can play on a different server.