Pros of starting with Blue Lions:
-Very character focused, Dimitri is great
-Highly emotionally charged
-Dimitri

Cons:
-You don't find out what's going on with the war or the continent
-You spend all the other routes stressed tf out about Dimitri Pros of starting with Golden Deer:
-Lore-focused
-You find out about the history of the world and Rhea's perspective right off the bat
-Probably the most "complete" route, story is GREAT

Cons:
-No insight into why Edelgard and Dimitri are this way
-Brutal as fuck if u love them