Generally speaking, the person who files an Atlanta employment law case gets choose the court (state or federal) in which the matter will ultimately be tried. However, there are some situations in which this is not so.
For instance, the employee may choose to file his or her lawsuit in state court, only to have the employer remove the case to federal court based on diversity of citizenship jurisdiction. (Sometimes, it is possible to have the federal court send the matter back to state court (although this is the exception, not the rule).)
As for the reasons for choosing state court instead of federal court (or wanting a case removed to federal court after it has been filed in state court), the reasons tend to be very specific to an individual situation. In one case, there may be a belief that one court or the other may yield a result that is more favorable, or it could be that one court has a lengthy backlog of cases such that it will take substantially longer to get to trial. Location and convenience (or the added expense of inconvenience) may also factor in.