There's no right answer to this really, but I personally recommend picking The Bachelor for the first playthrough. His scenario contains a lot of exposition regarding the town, and it makes for a much more friendly experience. He is an actual stranger to the town, and a person of some renown and prestige. People actually try to be more welcoming to him, explain things more, generally you'll get more eased into the town and into things that are going on.

You'll never actually learn the "deeper" sides of the story. The Bachelor is a stranger, people are more willing to talk to him and explain stuff, but far less willing to talk to him really openly and share secrets.

As Haruspex, you are kinda just thrown into the deep end. Nobody bothers to explain anything to you about the Town and the more superficial level of politics and customs, but eventually you'll start to get more deeper insights into the story, because he is generally viewed more as "One of us".

That doesn't mean that Bachelor is easy-mode, mind you.

You're not safe.

Don't worry, that's normal.
You will struggle to keep track of what people talking about. You might notice that quite often, your dialogue options actually reflect that, especially as Bachelor, half of the possible dialogue options is something along the lines of "what the ♥♥♥♥ are you even talking about?"

Read your ♥♥♥♥♥♥♥♥ letters by pressing L, your friends' lives depend on it.

Make it your goal to complete the first quest of the day (Press Q to bring up the quest menu), you can instantly fail if you don't do this. Get on it.

One of the stable sources of income are the trash containers scattered throughout town. Don't expect anything too amazing from them, but every little helps. They can contain empty bottles and other misc junk you can barter off. I do recommend filling empty bottles with water, and bartering them off to drunkards for bandages. Normally it takes five bottles for one set of bandages.
Bandages are the cure-(nearly)all, they even restore starvation for some reason. You will also pick up items randomly while walking around town, so expect your inventory to get a little bit loaded with razorblades and coinage.

Little girls are ammo dispensers

Sidequests are entirely optional. Hell, half of them actually cost you more than you gain from them - for an example, one will set you back two thousand coins and the reward is few cheap trinkets barely worth few hundreds.
When you are doing the sidequests, you should really consider (and this sounds cliché) how you actually feel about them. They are not so much quests as they are stories, not meant to be "completed because that is what you do in games", but as a form of meaningful interactions - you should treat them naturally, give them importance on what seems logical attitude of your character.

Stockpile what you can, as early as you can. Especially food.

Don't lose hope.