Does The Great King Lucifer have to be the first demon that a person summons
Go with what your intuition tells you is best for your growth. You are the path itself, and all power flows from you. Therefore, you are are the only one who can know what you should do. The gods and other magicians of this world can only give you generalizations based on experience, but you have to know better based on your own priorities.
Do what appeals the most to you.