Congrats on taking the first steps towards building a stronger body and improving your quality of life. I like to make my first movement of the day use the maximum amount of muscles I can, so I tend to start with squats or deadlifts. Lately I've been using power cleans immediately before squats to get myself primed and ready to lift.
So in terms of body parts I lead with, its always a legs+back lift first. These parts can handle a lot of punishment, so don't worry about pushing them too hard.
Anastas Dimitar Martin