You can really start with whatever module you want.
If it helps, the first historical module I did was Carentan, with the paratroopers from the 101st and the German paratroopers. This allowed me to learn about what to do and about the limitations of AI.
The first really "serious" module was Barrikady, set in the industrial complex of the city of Stalingrad in 1942. Many friends who follow this forum have given me favorable comments, even reproducing some scenarios brilliantly.
The expansion of the Army of the United States took place in the historical module of "Omaha", including many new terrains and reinforced by the airborne landing in the rear of the German defenses: "American Eagles".
The historical module "Grossdeutschland" is a new way of building chained scenarios, not at the same moment in the history of the Second World War, but through an elite unit of the German army. This has allowed me to recreate the evolution of weapons used in WW2, from 1941 to 1944.
Something similar can be said about the "Partizani" expansion module that introduces the partisan forces that fought across Europe. That is, new units and various scenarios appear through some of the main actions of the Resistance.
Finally, although still under construction, I am preparing another new expansion, this time on the Imperial Japanese Army. I think its scenarios will be spectacular, with numerous amphibious landings and fighting between the Marines and the Japanese troops, considered the best infantry in the world.
This is an option available in the game.
However, you have to be careful with it. Most of the scenarios are adjusted to balance the AI versus the human player. In other words, the scenario helps the AI enough so that the human player has to work hard to win the scenario.
Naturally, if playing human vs human, there is a clear imbalance. The way to counter this is for the more experienced player to have the side that previously carried the AI.
By the way, as I usually say to new friends who participate in this forum, "welcome to the ruins of Stalingrad."