It looks like you are fairly new to the game. Before you really worry to much about who should be leveled first, you might want to take some time to read some of the strategy tips on the forum.
@Kerridoc gives a nice definition of how to begin to think about team building. So many people get sucked into starting right off with a 5*. Don’t. You’ll be back here in a few months complaining about how much this game sucks. Start with the 3*'s.
Read all of this!
This is really a helpful resourse for farming, as that tends to be the bottleneck early on in the game.
There are more resources out there, tons actually. But, my best advice is to work up from the 3s, learn how to manipulate tiles, grow your base. Then start working on 4s. We are talking a few months from now!
Ascension materials are hard to come by in the beginning. My opinion, after doing it wrong initially, is to work up a rainbow team of 4*'s to 500 team power. Do that for 3 or four teams depending on your patience, then move those teams to 550…600…etc. Then you will be more versatile, have some war teams ready, and be able to hit titans no matter the color.
If you chose the 5* heroes first, you’ll only have one team to brag about, but have no depth as they take FOREVER to ascend. Don’t fret about getting to diamond league too quickly.
But that is just my 2 cents worth.