Assuming you want to work in tech, I would recommend starting out in India for your first job. The startup scene is really good there and the growth and experience would be very valuable. Spend your first few years in a small company and then move to a big company. You will understand various types of work environments and how to thrive in each. Watch, listen and observe how people make decisions and where their incentives lie. Don't be afraid to look stupid making mistakes and asking stupid questions. You have the advantage of being young.
Politically speaking, do things that make your manager look good to their peers and above. This will also give you access to high visibility projects.
Canada, Netherlands, Luxembourg, Ireland are good options if you want a first world country to settle down in. Canada's Tech ecosystem is really growing. Salaries are probably similar to India right now if you're comparing top tech cos.
If you're interested in immigrating to the US, I would only recommend if you are able to internally transfer as an international manager. Otherwise it's pretty much impossible to settle down on your own merit. there are exceptions of course if you're an internationally recognized person. This situation is very unique to those born in India.
Wish you all the best!