Choosing the marketplace is not a preference — it is a currency decision
The Allegro setup asks you to pick a marketplace, and this field is unlike the others: your prices are written to the marketplace you choose and in its currency. The wrong choice means the amount appears in a completely different currency than intended — a product you entered as 500 landing at a very different price. This is the field to read most carefully during setup.
The second thing to watch is the environment. Allegro's test environment has both a different identity server and a different API address from production, and a live token does not work against the test environment. Trying to connect to production with test credentials comes back as an authentication error and sends people looking in the wrong place for hours.