Hi, this is my first wargame, and I was wondering how war gamers go about laying down terrain. Do you just go with what looks good? Do you try to give yourself a positional advantage? I mostly play board games where everything is super planned out, so the idea of randomly placing terrain is mind-blowing! 
Depends on the gamer. I know when I play, we usually just place terrain so it looks good. Some people will alternate placing pieces of terrain on the table until both players feel there is enough. Some people will have one person set up, and the other chooses which side each player starts on.
Do whatever works best for you.
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I go with what looks good or with what makes sense for the scenario.
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Agreed on the placing terrain until it looks good or fits with the scenario 
That said, I’m not hugely competitive, so I’m not looking to gain an advantage and don’t mind if the terrain isn’t completely fair/balanced. It can be worth remembering though, that lots of densely packed terrain or lots of large open spaces can give advantages to one army or another (ie, terrain that forces units to be close will favour melee, while wide open terrain with little cover will favour ranged).
If you are playing a bit more competitively, I’d try to make sure the layout was fairly balanced (with a mix of denser terrain and slightly more open areas), and try to discuss the setup with your opponent before the first turn to make sure you both agree it looks fair
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