I think Thar is a good place to begin, it kinda reminds me of a low-level starting zone in an RPG. Hulburg itself has a population of about 5,000 people, which isn't very awe-inspiring. It can get boring after a while since Thar isn't very heavily populated in the first place and civilised areas are few and far between, but that makes it a good place for dungeon delving :) 

Wondering what sort of character to play, will probably get the rulebook out to draw some inspiration. I usually go for fighter types or clerics, but maybe I'll try something different this time around. Hmmm....