Some people would recommend starting by the alphabet because it would help you with with the pronunciation, and it is really true.
If your textbook comes with a CD, I recommend you start with useful expressions or sentences, listen, repeat and understand them. It would help you get by when first communicating with someone in the language. Then the basics would be introducing yourself in the language and, later on, the alphabet. This way you would be able to spell your name in case the person you are talking to cannot understand it, or even if you don't understand the person's pronunciation of a word, even though you have already heard it before.
I hope I could help :)