If you choose to start with Rebel campaign, it may turn out that after a very difficult and frustrating beginning, the second campaign of the game will be too easy for you.
It's easier to master for those, who are not acknowledged with the game. Empire on the other hand is all about strength, heavy warships and robust economy. To be successful rebel commander, you need to know your units and their abilities very well. Commanding rebel forces takes more skill and experience - it's also more difficult to gain advantage in the galaxy. It's up to you which campaign to start first, but it's easier to take the Empire campaign. That's why, if you want to have some fun, you should choose the highest difficulty setting from the very beginning. You don't need to be the chosen of the force to finish it in 1 or 2 days.
It's important to mention, that this game is not very difficult. It will also help you to finish both available campaigns. You will learn here how to command effectively the forces of Empire and Rebellion. Welcome to the Star Wars: Empire at War walkthrough guide.