With a country the size of Canada - 9.98 million square kilometers!! - newcomers could see how there might be a few options when it comes to selecting where they'd want to settle.
First things first, in my opinion there are 4 salient points to consider: language proficiency, career opportunities, affordability and climate. Once you have answers to those, things will go easier from there.
1. Language proficiency: If you are not French speaking, by default you will not be settling in Quebec unless you decide to learn the language. New Brunswick, on the east coast of the country, is the only official bilingual province, and is an option for French speaking immigrants.
2. Career opportunities: If your career is your priority and you are looking to be employed in the private sector, think no other, it is the city that everyone thinks is the capital of Canada - Toronto. It is the country's financial and cosmopolitan hub, not to mention the most populated city in the country.
3. Affordability: Cost of living is everyone's concern, no matter where you are moving from. The cities across Canada vary significantly in their affordability, but it is agreed upon that the top 5 most expensive ones are Vancouver, Toronto, Montreal, Calgary and Ottawa. Rent is always going to be the biggest item in your budget, it will average to be anything between 35-50% of your monthly expenses. That being said, Halifax - the provincial capital of Nova Scotia - has been called the least expensive city in Canada. It offers several options for immigration, both via the Provincial program as well as the Atlantic immigration pilot program, so if you do not like cosmopolitan cities, Halifax is something to consider.
4. Climate: If your priority is to live in a Canadian city with a mild climate, they are concentrated in the southwest corner of the province of British Columbia: Victoria, Vancouver and Abbotsford are on top of the list. They are known for their frequent warm nights and long frost-free growing seasons, and day temperatures range between 10 and 30 degrees Celsius (50 to 86 degrees Fahrenheit). In the center of the country, in southern Ontario, Windsor, St. Catherines & London take the top 3 spots for having the most days in the twenties Celsius.
There is another major point to consider before moving to any Canadian city: do your due diligence to know what are the worst neighborhoods in the city, and where you should NOT live.
Even in the most developed and the safest city in Canada, Toronto, there are some areas or neighborhoods that experience some sort of violence - not to compare with NYC obviously - but for instance, Regent park suffers from improper housing and poor education, St. James Town located between Parliament street and Sherbourne street, is one of the poorest towns in Toronto, hence the high rate of theft, robberies and assaults.
In Vancouver, The Downtown Eastside (DTES) is one of the oldest neighborhoods, it used to be the political, cultural and retail center of the city in the early 20th century. While the city gradually shifted westwards, it became poor and is currently the site of high level of drug use, homelessness, poverty, crime, mental illness and sex work.
My advise: don't listen to what they say, go see for yourself! That is exactly what I did before moving to Canada. I visited the 3 major cosmopolitan cities - Toronto, Montreal, Vancouver - on 2 separate trips. I gave myself the time to explore each city and its neighborhoods, to check the career opportunities, to inquire about the cost of living, and to experience the climate at different times of the year.