I actually went for the Roving Clans myself the first time. A dozen or so trouncings later, I finally won my first victory with the Wild Walkers, and then discovered the Allayi, and haven't been looking back since.  

What's funny is that I just can't play Roving Clans even now, I love their design but their gameplay is not for my tastes I think.

Broken Lords and stayed with them, Loved mostly everything about them.

I had some issues till I realised it's all about the dust baby! And also when using mods I adding more dust support and the game was even more fun.

Mezari/vaulters, because teleport is fair and balanced.

Going into Endless Legend there is a lot of really cool races, some really unqiue stuff. So I'm wondering, after booting the game up for the first time. Who did you play as for the first time, and what did you think?

I played as the windwalkers and... hated then. I found them so boring in comparision to the other races. They felt like an average race in another 4X game. After playing quite a bit more of other races I can appeciate their skills and stuff, but my first impression was not good haha.

I'm fairly sure I tried the Drakken first and while I enjoyed them, I don't think I went for diplomacy victory as It was obviously my first game.  They're still one of my favorites, though I also enjoy the Broken Lords and the Allayi.  Can't quite find my footing with the Roving Clans and I just don't care for the singleminded gameplay of the Necrophages.

I also like Roving Clans, even if they weren't be stronges in battle. I liked the theme of merchants and travellers. They are nice to play if you want Diplomatic or Economic victory, also if you want to harass your oponents with, heh, neutral units.