My first toon was a Mesmer, and I have never regretted it. The advantages of starting with a Mesmer are:
1) You learn all the other professions out of necessity; Mesmer is the counter class.
2) Mesmer is perhaps the most devistating profession in both pve and pvp, for any area or situation the Mesmer can be effective, speeding kills and preventing harm.
3) Mesmer primary attribute Fast Casting is helpfull for any casting secondary.
4) Riverdance, and the most stylish armor

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The disadvantages of starting as a Mesmer are
1) It can be difficult to get a PvE PUG esp. in Prophecies, many PvE players simply don't understand Mesmers, and why they own.
2) Mesmer is probably the most complicated profession.
Other good starter classes:
Monk: allways in demand, people might complain about your healing. This is especially true of Wammos who run far ahead of the group and die then complain about not being healed and harass you to rez them mid battle as if you had unlimited mana and no one else to use it on but them.
Ranger: The easiest class to play well imho. Many people say wammo is the easiest but there are far more really bad wammos then really bad rangers. Sort of a jack of all trades, ranged attacks and the ability to have a pet thats equivelent to a tank insulate the ranger from danger and allow more room for mistakes.
Necro: Many skills that hurt the enemy while healing you, you can raise minion armies(generally effective after level 10) and you have the best energy management in soul reaping(you get energy when stuff dies).