Well, lifestyle changes are obviously major. Your lifestyle is you, so you are changing yourself, which usually takes a lot of hard work and effort. I've made some lifestyle changes over the years, and no matter what it was, I began with preparing myself mentally. Convincing myself, committing myself and surrendering myself to the change I want to be. I quit smoking cold turkey, 3 years ago September 20th (woo!), two years ago I started eating healthier and re-programmed myself to love healthy foods...and now I don't like junk foods as much (I'm not sure if I'm sad over that or not yet..). This year I started working out. I'm still working on that, but I'm putting in a lot of effort. I want to be healthy.
If you're speaking in terms of what the best thing to start with is, I think that should be either whatever you dislike the most, or the change you think will be easiest (that way you will have less chance of failure, and be able to see success to motivate your next chosen lifestyle change)
Whatever you're doing, I wish you luck