I moved to Denmark, I think I’d like to be a Scandinavian citizen by birth next time. Decent living standards, not too hot ( I enjoy holidays somewhere warm but working in that heat would suck for me), not crazy religious or bigoted overall, state funded healthcare and education, and not too remote geographically. I’d probably be taught English at a very young age so I’d be bilingual before being a proper adult. And maybe i’d be better looking. It’s not perfect here but it’s a good choice imo.
As a sane person I’m staying in The Nordic Countries, so probably Norway or maybe Finland
Somalia. This time I want to play in hard mode.
Liechtentstein or Luxembourg have the highest GDP per capita when adjusted for purchasing power and tiny populations so the likelihood of ending up not well off is low. So if we’re talking born and live there then I’d choose those.
Monaco is another good choice to be born in, if we’re talking born but not necessarily raised in. Even if born to someone visiting, it would be rare that you’ll be born in Monaco and not be well off.
Japan. Love the food and would be interesting to try a very different culture