Start with Kael, then Deacon, then Sun Wukong. Once you get them all to 60, check back again. But likely your next champ after that will be Melga, who is a good support reviver.

Here's a little guide I post for people when they are just getting started:

Your Starter Champion to 60 is your absolute first priority
Using 1, 2 and 3 star champions farmable from campaign, 6 star your starter champion: they are your campaign farmer, and when they are60,they will be able to finish all of campaign, up to Brutal difficulty, for you. They will be farming “food” for you to level up and rank up your other champions. The best spot to farm food is Brutal  12-3, and as you level up your starter, they will be able to farm 12-3 with just the starter gear sets.

It is well worth  buying the masteries for your starter, too. This will make it easier for farming scrolls for your other champions too. This is where your first 800 gems should be spent, even before the gem mine. I often recommending buying masteries for your second main champ with gems as well. Do not sell the free login 

Lifesteal set
Your starter champion needs it for the first few months: you can level up to 16 the glove, chest and boots. The remaining pieces you can leave them at 12. . An additional note, keep almost all 4 star and below pieces at no higher than level 12. 

You NEED AoE Decrease Defense
If you don’t have yet a champion with the AOE 60% Decrease Defense debuff, Warmaiden is your friend. Having a champion that does AOE 60% Dec Def is huge. While many Epic champs are better, Warmaiden is a farmable rare from Campaign Stage 8, the Deadlands, that does that, and on a 3 turn cooldown. She can be booked for free, just using her duplicates as books until her A3 is fully booked.  She can be kept at level 50 and used across the game until you find one of the many excellent Epic AoE Dec Def champs that do more, and survive much better. If you have Deacon, Tayrel, Seigehulk, Uugo, Dhukk, Stag Knight, Thylessia, don't build a Warmaiden. 

Get a “Core Team” going
The Core Team is the engine that will power up your progress. Build a core team for general use, but primarily for clan boss use, looking for champions that:
1) 50% Decrease Attack
2) 60% Decrease Defense
3) 5% Poisons, HP Burn, or both
4) Various buffs that are helpful in clan boss and general progression: heals, increase defense, speed buff, counterattack, ally protection, etc. The Core Team will change over time, as you pull better options you may need to change some of the champions.  

The power of 6 Stars
Focus on making a team of level 60 champs! Don’t make the mistake many beginners do of upgrading level 50’s aimlessly and endlessly. Instead, work on the food to make 60s for your core team, champs that will be long term use. 6 starring a champion unlocks the very important Warmaster and Giantslayer masteries, as well as the banner slot. This, combined with having your champion booked at least for their most important skills, will unlock their true potential.  

Minotaur grinding for mastery scrolls
Fully master your core team: having most of your team at level 60 will make it easier to farm on Mino 15, the best place to farm for scrolls.I find it most efficient to use my first 800 gems on masteries for your starter, even before opening the gem mine. I also recommend purchasing them for my second champ, if they are a good AoE Dec Dec champ.

Enter The Dragon
Start Dragon progression. Your goal is to reach Dragon 20, where 6 star gear starts dropping. Lifesteal, Speed and Accuracy sets will help you build teams for all areas of the game, and also will help you gear up other teams for other dungeons. Leave those other dungeons for later though, as they all will require more specialized teams.
All of the above will help you progress in Clan Boss.... 

But why is clan boss important?
CB is a chance at having the best rewards in the game, on a daily basis, for free. Your ultimate goal should be to reach highest clan boss difficulty, UltraNightmare, within a year. Nightmare top chest by the time you've been playing 4-6 months. Each day it will give you a chance to get, daily, Sacred, Void and Ancient shards, as well as Legendary, Epic, Rare books, ascension pots, and gems. Plus you can get the exclusive gear sets: Immortal, and Cruel. Gear without energy to farm it is sneaky good for you.  

Good luck and hope you have fun!