Although not clearly defined in the rules, adjacent areas are areas that have direct connections between them, i.e., it is possible to get from one area to another without having to cross through a third one. Example: yellow and red USA areas are adjacent, as there are the St. Louis - Kansas City/Memphis connections.
Practical rule: in the base game at least (USA/Germany) adjacent areas are areas that share common borders. All such areas also have a direct connection between them, rendering them adjacent.
This could naturally create some chocking points, if the chosen areas have a weird shape. For instance, on the German map, you could choose the cyan, yellow and purple regions, creating a choke point between yellow and cyan, as Hannover-Erfurt will be the only connection. This is still a legal configuration.
Whether such configurations are fun or not, is a matter of personal taste. I do find them fun, as it can create intense biddings in the first round of the game for turn order, in order to build on this choke point and cut others off. But, if a player goes and builds around this choke point, then other players could build just above and below him, cutting him off, so it's a risk.