New Zealand was the last major landmass to be settled by humans, with the Māori people of New Zealand arriving from Polynesia circa 1300-1400. (Estimates range earlier, but my understanding is that current physical traces do not support the earliest estimates, although they are expected to do so as more work is done. I have therefore been conservative, but it is worth weighting my remarks towards the earlier end of that scale.)

New Zealand was settled so late due to its distance from other major landmasses (being roughly 2000 km (or 1200 miles) from Australia and profoundly distant from America and Asia) and the difficult nature of the surrounding sea passages. To the south, Antarctica is uninhabited (and effectively currently uninhabitable). To the east is the Pacific Ocean, the largest ocean on earth. There are few islands in that region to help you "jump off" to the next point. Even if you wanted to go America-to-New Zealand, the Trade Winds blow west-to-east. But to the west is the Tasman Sea - not a particularly safe crossing in a small boat even today. The Indigenous Australians never did cross over. (Even post-arrival the Māori, descendants of a famously ambitious seafaring people, did not cross the Tasman to Australia.) It took Island-hopping down through the Pacific Islands - dangerous voyages in outrigger canoes, with limited navigational tools bar the human eye and spirit. When they reached New Zealand, it was "the end of the line" as far as habitable places, and so there they stayed.

Most New Zealanders are conscious of their heritage as the youngest and the farthest. Our War Memorials, for example, that are scattered throughout Europe from the two World Wars all have the motto "From the Uttermost Ends of the Earth." We also recognise the extraordinary skill and courage of the first Māori and even the first Europeans to get here.

TL:DR New Zealand, because it's far away and hard to get near.

While CrossyNZ is right about New Zealand, which is likely the biggest latest..but by your criteria of more than 3,000 population there's also Madeira, which right now has about 200,000. It was settled circa 1520 by the Portugese, in their expansionist period. Apparently an obstacle to settlement was due to the fact that, since it's essentially a big, steep mountain in the middle of the ocean, there were no good natural ports or beaches. The lack of beaches seems to have also exempted it from being a really popular tourist destination today.