They're all good, but I would advise you to first unlock a character added by a DLC. They're usually stronger and more fun to play than the original crew.
Silent Sister for strong melee & low range gameplay. Easy to play, easy to survive, easy to kill things. Very mobile character with about no weaknesses but her horrible face...
Saarebas for strong defensive and/or offensive. Better than the Keeper in every way, but has a big learning curve. The good news is, if you can master her, everything else is gonna be a cakewalk (except the Assassin, she's in another category altogether).
Duelist, Virtuoso and Avvar are also great but requires a tremendous amount of materials.
You can't go wrong with a Reaver either, but she's a one-trick pony.
If you want to narrow your choice down, go with what you have a good weapon for. It's gonna be easier to farm materials on higher difficulties because you'll get more gold. More gold = more chests, more chests = more junk to salvage and more junk to salvage = more materials. Welcome to RNG