If you woke up tomorrow the only human on Earth and also immortal, where would be the best place to live? Cities wouldn’t be particularly safe because buildings will eventually collapse. You want to be near water and long growing seasons and fertile soil. You want to be far from hurricanes or monsoons or earthquakes. You might want to be near fishing opportunities and existing farm animal populations.
It shouldn’t be surprising that a very good answer is “where the densest forests in the world are”. What is surprising to me is that a lot of Europe has a good case, too. In terms of getting started, existing farmland in Europe (there’s a lot of it) or newly-cleared land in the Amazon (also a lot of that, sadly) might be the best bets. I’d be afraid of the maintenance necessary to keep the Amazon at bay, but on the other hand intercontinental travel with no other living humans is bound to be a challenge.