Heh, I started with Jude's side myself. Though, I kind of wish I hadn't. I don't like his play style, so for the early parts of the game, I wasn't very good... XD I mainly play as Alvin and Milla. They're easiest for me. Though, I might try out Elize some time, since she's my favorite character in Xillia (along with Alvin, Leia, and Milla of course).