Oh, I also began with Flynn! My friend said that Flynn's route was the wildest to pick for the first gameplay. Also, three of them have good/bad endings. Only Flynn and someone else's have fixed endings.
Don't worry too much about which one is the canon ending, just choose a character and go through with their route. Whatever has passed, like with Sydney and even older things, will make sense little by little.
I, myself, played Flynn, then Leo, TJ, Carl and Jenna, but I was kinda burned out by the end, so I didn't enjoy Jenna's as much as I think I could. But feel free to pick any route!