It is usually inherited, not chosen
Most European supporters follow the club of the town they were born in or the club their family followed. It is closer to where you are from than to a team you like, and it is not generally reconsidered when the club is bad.
Because of that, switching clubs is treated as a genuine breach rather than a change of preference. Choosing one is the decision, and it is the only one you get to make.
Which is why choosing carefully is fine
Arriving without an inherited club is not a disadvantage, it just means the choice is yours to make deliberately. Picking one because you like how they play, or the city, or their history, or a player you enjoyed watching, is entirely legitimate.
What tends to be judged is picking whoever is winning at the moment and moving on when they stop. Nobody minds a considered choice.
There is no wrong answer
You are allowed to follow a player and a club separately. You are allowed to enjoy a league without committing to anyone in it. You are allowed to take a season to decide.
When you are ready, the questionnaire is one way in, and starting from a player you already like is another.