Hey, it's entirely up to you what clubs you want to join! What are you looking for exactly? 

If you want to work on perfecting an ingame breed you could join clubs focused around disciplines, coats, or stats. 

If you want a different project you could join a crossbreed campaign and work to create a new horse breed which would eventually (hopefully) become official.

If you want something more chill you could join the several creative clubs or fan clubs where the focus is more fun/hang out/chat oriented.

But you can join any of them, even all of them!