I have tried Fulgora first and Gleba first. I think you should Gleba first only if you can send a platform back and forth between nauvis regularly to get your base started. Fulgora is really fun early, relatively easy to escape from, and gives many fun toys (quality, mech armor, and tesla turrets spring to mind).
Others have found volcanus even more pleasant, and the mining drills are very nice for everything else. It's also good having such fast belt production. But expanding your territory without mech armor and electricity damage sounds meh to me.