Welcome to CoE!

First, at this stage you do not have to join a kingdom. When you get in at launch you cant avoid it because all land falls under 1 kingdom or another.

If you do want to find a kingdom to join, you can find the kingdoms stickied at the top for EU here.
https://chroniclesofelyria.com/forum/Selene-Domains

In theory, no one can avoid paying taxes, but in practice you may be able to attempt to avoid the tax man (although having a smithy makes it easy to find you) or you could potentially work out a deal with the mayor whose town you reside in.

This is one of the reasons getting involved early can be helpful, as you dont risk placing somewhere with exorbitant taxes or leaders whom you dont get along with.

I have bloodline plackage , i have to choose my land in a city if i want to be a smith ? Or i can just pick a land in middle of nowhere and start buying the lands next to me to create my own town ? Is roads and town gurds needed in every town ?

Is prices is set by players ? If i make a good sword i can put my own sword ? Is there an npc merchents ? Some1 who can sell me low price metals ? Or i must gather them myself ? What is cheaper?

First you could choose what tribe to play, and what biome (grass steppe, mountain and so on) you are aiming towards.

Then next step is to look which Kingdom is located in one of those biomes you prefer.