I think I'd choose either Europa or Venus as my first excursion into the beautifully unknown universe that is Destiny, but I'm curious as to where you all would choose to start your exploratory journey into a mysterious frontier... :3
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Given the option I'm headed to Venus to get a glimpse of the largest VEX or maybe see that 5th enemy type. Then die because I'm lvl 1 and respawn back on earth and go in mission order.