Choosing keyword is the most important part of Search Engine Optimization. If you don't find the right keyword you can never reach the top in search engines and even if you reach the top for some random keyword, you won't receive any visitors.
If your website is new, it will nearly impossible to compete for competitive keywords. But you can slowly develop your website by competing against less competitive keywords which are relevant to your website.
For instance, if your website is about wallpapers, instead of competing for the keyword "wallpapers" you can go for "flowers wallpapers" which is less competitive or even for keywords like "lily flowers wallpapers" which has very less competition and easy to reach the top.