Which EU country has thriving Startup scene and easy to move?

I am currently working as a Product Manager at a Series B startup. Things are going well on the surface, but there is this nagging feeling I cannot shake. I am planning to build something of my own, and at the same time, there is a deep regret that I have not explored much in life.

I have been working for the past 7 years, and I am a college dropout. Lately, I have been thinking a lot about the kind of product I want to build something around privacy and user data, especially focused on GDPR.

That is exactly why I am considering moving to the EU. If I build this in India or the US, I am afraid I will not be able to earn the kind of trust I need. The product will deal with internet traces and sensitive user data, so being based in the EU could bring much more credibility.

Simultaneously, I have to work till I raise some funds.

Please help, thanks in advance!