For example if there is more than one exit what one am I meant to choose?
There are usually several entrances / exits to each Paris Metro station and each is marked with a street onto which it exits. Any of the exits will be fine, you don't have to choose a specific one. It's just more about convenience.
It can be confusing deciding which exit to take while in the Metro, underground, so it's easier to take the closest exit and then orient yourself at ground level where your mobile phone can help you get your bearings & direction.