Uhm, I don't know? I don't read the Latvian comment sections, it makes my head hurt, but if we look at my closest buddies it's Devils, Penguins, Sabres, Boston; and then a guy who is generally very informed, but not a fan of any team in particular. So, quite a mix. Ofc also quite a few people following those teams that have Latvians in them currently (Merzļikins/CBJ, Girgensons/TBL, Šilovs/Bļugers/VAN, Ābols/PHI).
Not sure about Estonia or Lithuania, tho, I think they have only one serious team each (both playing in Latvian championship), so it's not that big of a sport there.