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You can think of the FDR as the expected proportion of false positives. So do you want your final gene list to have 5% false positives or 10% ? It usually depends on what you want to do with your list. Also if you plan on doing expensive follow up experiments on just a few genes, you might want to consider a more stringent multiple testing error correction method.
thanks a lot Jean-Karim Heriche, your answer really helped me :)