I think it is OK either way. Starting with French could be better because French is spoken by many more people than Italian. On the other hand, starting with Italian might be easier because spoken Italian is easier to understand, since all letters are pronounced. In my opinion the most important thing is when to start on the second language. Learning two closely related languages like French and Italian will make the second one much, much easier, but you should not start the second one until you have a strong intermediate level in the first, otherwise you will confuse the two. On the other hand, it's not necessary to wait until you're fluent in the first. And you can learn other languages that aren't closely related at the same time without too much interference.