I usually pick “English/World” as my language and pick a country in the EEA to avoid any enshittification features that haven’t been implemented in the EU yet (cough cough potential “features” of Copilot)
Normally this would be used to avoid creating a Microsoft account. If for some reason this doesn’t work or you don’t have an option to select “English/World”, you can also follow this section on our community wiki by @banana :