Hey Stef,

Cthulhu Wars is very modular, so you can choose what sequence to follow. But there are some that I consider to be essential, and I suppose you could also try following the sequence of release (you can check that on Boardgamegeek.com—There, marked it for you, just go to the previous pages to see the sequence).

If you take Tcho-Tcho, you should also get High Priests, definitely. If you take the Ancients, you should probably have some Independent Great Old Ones. If you take the Neutral Spellbooks Azathoth Expansion, some factions can get overly powerful and change the pace of the game considerably (such as Crawling Chaos or Windwalker with Mao Ceremony). They all change the game considerably and are somewhat though to predict which would be best to start with. Even High Priests can be very powerful with some factions.

I believe you should try getting: High Priests -> Unique High Priests -> Extra Factions together with expanded maps -> Neutral Spellbooks together with some Neutral Monsters/Terrors -> Extra Monsters/Terrors/IGOO -> Ancients (if you took IGOO.

You can also take Color out of Space at any time if you want to make things different with the core experience, could be one of the first choices, but I don’t particularly like it.

And then there are the other maps. I have not played them, but they are supposed to be an entirely different experience as well, so you might take them first if you want to have alternates to the core game first.

Cheers!