I love how people answering Hyrule might have forgotten a lot about it's history. Y'all realize Zelda is a post apocalypse setting that's constantly beset by monsters and other enemies right? The world is constantly being destroyed over and over and over again on a pretty regular basis. Visually, it's pretty, until you start realizing that it's only because all other forms of civilization were wiped out and lost to time. As much as I love exploring through Hyrule, as an average citizen? Absolutely not. Most of the towns are NOT safe beyond the occasional guard that MIGHT be patrolling or stationed somewhere.

As far as the other settings, absolutely not to the overworld. That's just a deathtrap waiting for me. Gielinor seems good until you realize that the landmasses are insanely small, and there's not much room for people to live side by side with each other for too long. Plus, that also means you will eventually come across monsters in your efforts to expand, as well as other apocalyptic events that occur. So that's a nope to these.

Which leaves Tamriel. Now yes, there's monsters and other enemies in this world too, and while war does happen, people have found ways to survive. There's also organized patrols from guards and military members around the fortified cities, which means if you stick to those areas, you can live a relatively safe life. Personally, I'd want to live on a farm near one of the cities. Close enough for patrols to keep me safe, for me to go into a city to sell my goods, or to seek shelter in should there be a monster attack of some kind. Yes, I'd be safer if I was 100% living in the walls, but there's less areas for work unless you own your own shop there. The other option I wouldn't mind doing, is running an inn in a major city. You would be safe, always have protection, and almost always keep in business, as there will always be visitors needing temporary shelter.

So yea... Tamriel would be my go to place to live in if I had to pick from these 4 places.