I only started a couple of weeks ago and did the hand plates and the boots first. They only have a few pieces, are pretty straight forward, and allow you to get a good handle on what works best for you. Also, Cirkob5477 is 100% right about going for the LD build first. The HD stuff is no joke. Good luck with everything!
-Geilheit
(Also, I probably made 2-3 of every piece trying to get the scaling and the pieces where I wanted them. Prepare yourself for tedium and frustration. I dont know if its worth it yet, but if my armor looks half as good as the stuff on here it will be. Again, good luck.)