Are you planning to visit only one country in the Schengen Area?
If so, you have to apply at the application center for that specific country. You cannot choose the application center you will apply to, because that depends on some factors.
Which countries in Europe aren’t part of the Schengen Zone but still can travel there with the Schengen Visa?
Romania, Bulgaria and Croatia are the European Union member states that are not part of the Schengen zone.
Holders of a Schengen visa can still enter these states without applying for any other visa.
Can you reapply for the Schengen Visa if you get rejected by the embassy?
Running around to gather all those documents for the Schengen Visa is not a pleasant experience, but imagine all the work you would’ve had to do if you would have had to apply to each country separately. If your application has been rejected try to apply again.
Do you need to carry your passport with you after obtaining the Schengen Visa while traveling around?
Even though you won’t be checked at every border, it is advised that you always carry your passport and your identification documents with you in case you are asked to prove your identity.