i picked vw for my first run and i honestly wish i had done bl, since the flame emperor reveal is so much more compelling in that route. even in cf/ss it's kinda like edelgard pops up and is like lol it me. and i think it's the only route that actually has a cutscene for it? i don't remember vw enough to say it with more conviction than that. i do agree that going cf first helps a lot with understanding why edelgard does what she does, and it's a little frustrating to see how so many people just kinda....ignore her good intentions and characterization in favor of edelgard bad blehh blehh. but, on the other hand, getting cf has some requirements that could be missed by someone who isn't looking for them or be potentially spoiled/suspicious when they wouldn't otherwise be when told to look for those things. all in all though i did think blue lions was the best story in terms of involving all of the characters, but you get absolutely 0 lore which is a little annoying.