So it really bugged me. I'd play on servers and set them as favourites. But to go back on another day I'd need to remember the name - some community have multiple similar server names, or on official the country and number.
So I thought anyway.
Turns out you can start the launcher (official one) and immediately press play to get your rogues gallery of characters. You can either just see the character and go, or hover over 'Play' to see the server last played.
This may, or may not be a revelation. I'm a few 10s of hours in.
Good tip, but doesn't work if you need to load certain mods for servers.
Good to know! I decided to avoid modded servers for now after encountering some annoying ones!!