The choke you select will be based on what you want to do. It controls the amount of restriction you have when the shot leaves the barrel.
A cylinder choke is wide open and is fine for skeet, but it is too open for trap and almost all hunting situations.
I like Modified with 1 1/8 oz of shot for trap but some people insist on full choke. There are also interim level between cylinder (or open) and modified and between modified and full. there is also extra full.
Check outy what really good shooters use and copy them. That sounds like a copout, but it is practical.