I went with Birthright with the intention of downloading Conquest later. So far I'm finding Birthright to be pretty easy even on Hard mode so I think the order I chose makes sense since I hear Conquest is harder. If you plan to play both, you may be bored with Birthright if you get Conquest first.

Difficulty aside, I'm really liking this game. Removing the durability from weapons was such a welcome change. I like that they added some downsides to the higher attack weapons which adds to strategy as to which weapon you choose. Also I like that adjacent units always do an attack unless you are paired. Removes some of the uncertainty from Awakening's system. I don't like that paired units are not as good as Awakening, but I guess they were too overpowered in that game.

I went with Casual mode (which may be why it is so easy, since I can freely sacrifice a unit or two in order to plow ahead), which I know is Fire Emblem blasphemy, but I did Classic all through Awakening and it led to several resets when one of my favorite characters dies. I don't have the time to go through that again and I don't regret it. More fun this way.