During the tutorial encounter, the following characters will be available to choose from.
Bivette is the current recommended choice from game version 2.2.600 and up, because she has a good 5 star form and can be used both as support and a fire magic damage unit. Her 5 star upgrade is also the easiest to accomplish, as her Flare Witch Psalms are obtained exclusively through the Cat Battle System sidequest without needing to spend keys on Another Dungeons.
Other good picks: Nikeh, Akane, Foran. They have Another Style forms that are among the best characters in their respective elements. However, these upgrades are not free and they can take a lot of time and resources to upgrade. Ciel & Miyu are also good options, as their presence unlocks Other Tales content. However, they are among the worst 5 stars with underwhelming personal weapons. Another thing to consider is that Ciel now has one of the best Another Style forms (Miyu also has a powerful Another Style form, though as of right now it is only available in Japan).