Unlike other games, PUBG does not let a user to change region/server in-game which means if your are playing on Europe server, you will be stuck on it whether it gives you the appropriate ping and latency. That's a drawback of this game. But it does not mean you can't change server in PUBG (PlayerUnknown's Battlegrounds).

The only way to do so is by using the right VPN. A normal VPN is not made for gaming purpose. Using a wrong VPN for games may let you change your in-game server location but drastically decreases your ping and latency.

Below is the most appropriate VPN service for PUBG which is recommended by many professional players.

ExitLag

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Exitlag is VPN service dedicated for Gamers. It has various features to reduce ping and improve latecncy and also FPS.

My Personal Experience:

As someone living in South East Asia (SEA), when playing on europe server I would get around 170ms. But when I used Exitlag, it decreased ping to 120ms which is very significant difference. The best thing about ExitLag is that it lets you switch across all available servers in PUBG e.g EU, SEA, Korea, Asia etc.

Among it's Features:

1. MULTIPATH CONNECTION: Your connection packets are simultaneously run through different routes in order to ensure the packet's delivery.
2. FPS BOOST: Small tweaks in the operating system that enhance FPS performance during gaming.
3. MULTI-INTERNET CONNECTION: In case the gamer's got more than 1 internet source, Exitlag makes it possible to use 2 simultaneously so as to ensure an uninterrupted gaming experience should one internet provider fail.
4. WORLDWIDE SERVERS: Hundreds of servers spread across the globe help which guarantees a stable connection from anywhere to anywhere.

Changing the server in PUBG lets you have a better ping. Also, the combat style of players across the servers is different. Some play aggressive while others play defensive.