I voted for first, but I don't think it is necessarily obvious. Some people who really crave mechanical crunch may very well be happier starting at higher level most of the time. That just isn't why we play D&D (5e) the vast majority of the time.
I think that I am no more likely to start at 3 than at any other high level, if we do that it is because of a particular reason, not just to skip lower levels.
5e's 1st-3rd is amazing for any new players imo, and it goes by relatively quickly most of the time. It also makes character creation very easy if optimization and planning ahead extensively is not a major concern.