I just acquired the core set a couple of days ago, although I haven't had much time to dabble with it. I did try the first scenario with the recommended Roland Banks setup, but that didn't go swimmingly for me. (Probably because the Auto-Fail token rather liked me for investigation, and shroud 4 with intellect 3 and no intellect commitables is no fun...) As a result, I remembered a variant of solo Arkham Horror 2e where the player controls four investigators at a time. Cue me wondering if I should control two investigators at once.
That said, assuming I like the experience enough, I'm trying to work out which scenario cycle I should pursue afterwards. I'm honestly not sure whether I should pursue a desired investigator first (and even then, there's competition between Onyele and Downs), or particular cards first (Guardian Enchanted Blade looks tasty, that much is certain).