Option? More like opportunity!! Mmmmmmmmm.....huh? What are you looking at?
On a more serious note I would recommend that you play one of the established factions first, preferably one that is not swimming in enemies to start. That means heading west and playing as Romani or Carthage, most likely, or Ptolemaioi if you want some instant action. Rome especially is basically the easiest faction to play as the only enemy they have is a poorly-defended Epeirotic Taras, with strong rebels to the north to provide a buffer while the learning happens. Plus you'll generally be able to pick your time to start the Punic Wars with Carthage. But Rome happens to be one of the few factions that start in the black (roughly 5k per turn or so I believe) so it makes for a great learning faction. If you are just using them for learning don't actually try and achieve victory unless you like them enough to go and conquer the map, plus you have to raid (i.e. capture and release, if necessary) EVERY capital of note that lies outside of Rome's historical expansion (I believe only the nomads get left out).
After that you can feel free to return to the Hai, who along with Pontus have the worst starting positions in the game IMO, and enjoy the sight of silver stacks. Personally this is how I eased myself into EB back in the day:
Romani until Marians
Makedonia for roughly 100 years
Pahlava completed
This let me take on greater challenges and experience new aspects of EB at the same time. I have since at least attempted a campaign with every faction sans Saba and Casse. Incidentally, the three factions I started with still remain my favorites to this day.
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