Paladin isn't the easiest tank to play at early levels as warrior just needs to hit overpower to hold agro and can cross class flash and provoke at early gladiator levels anyway.
I would say though overall Paladin would be the best class to start off as because of the agro issues it has.It will help you learn to hold agro more effectivly than rolling one of the other 2 classes first.
Also because of the fact you can use it's stun whenever you want you can have plenty of practise seeing what aoe's you can stun on mobs.