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.
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.