If you wish to obtain EU-wide protection for your brand by getting a trademark, it doesn't matter which country you apply in because you will be applying with the same government body - the EUIPO.
If you don't need protection at the EU level, the choice of country/countries is up to you, starting likely with those countries where you are currently selling your products/services. You can also get a trademark in nations where you wish to expand in the future to secure a spot in the market. In any case, you'll file your application with the national IP office(s), not the EUIPO.
Depending on the number of countries you wish to cover, an EU trademark might make more financial sense, but bear in mind it might be harder to get since more trademark owners might oppose your registration.
If you want to know whether it would be safe to proceed with an EU trademark, use our free lawyer's check to check the competition from all over the EU. If the assessment shows a high risk of opposition in one of the EU's member countries, you can always omit that one.