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I started with Bounty Hunter, then used the gold to start Trader. Went on to get all the other roles and now I don't bother with bounties except for making easy gold via daily challenges for the role.
Collector is also good for cash if you use the online map which shows where collectibles are, but since a lot of them were randomized with the Naturalist update, it doesn't really enable you to collect sets like it used to, so you can no longer easily rake in thousands of dollars simply by going from point to point on the collector's map. Personally, I always thought that it felt like cheating to use that map anyway, but plenty of people like it and are mad about the collectibles being randomized. It can still be very profitable to get collectibles while doing other activities though. You're just mostly selling individual collectibles instead of sets, so it's not as profitable.
Bounty hunter can be fun if you like bounty hunting, but otherwise, it's kind of a terrible choice. It's garbage for cash, and the gold you get from it is the same amount that you get from stranger missions. So, while you will get some gold from it (whereas you won't get gold from any of the other roles aside from some of their free roam events), it doesn't actually make it easier to get gold (aside from the fact that it provides more missions to choose from). And the daily challenges are by far the best way to get gold anyway. So, personally, I don't think that it makes much sense to get bounty hunter first. However, it _does_ have a skill that allows you to use eagle eye when moving faster than a walk, which makes it _much_ easier to find collectibles for the collector role. So, it still makes sense to get earlier rather than later.
Moonshiner is also good for cash, but you have to get trader first. It also has its own story missions, which none of the other roles do.
Naturalist is by far the least fun role and not particularly good for cash if you play it as intended, though some folks are able to make a lot of cash by sedating the same type of animals over and over again, allowing them to get samples much faster and make decent money in spite of the fact that samples aren't worth much. Either way, it's a pain to get sets for Naturalist, and aside from the legendary animal ones, they aren't worth much. Really, the main benefit to Naturalist is to hunt legendary animals so that you can hand their carcass or pelt over to Cripps for the trader role, since they're worth a lot of materials.
If I were starting now, I would probably do trader -> bounty hunter -> collector -> moonshiner -> naturalist, with bounty hunter being that early only so that I could get the skill that lets you use eagle eye when moving fast, since that's so incredibly useful, and eagle eye can be kind of a pain to use without it.
Ultimately, you're going to want every role though, because they all have skills and upgrades that are useful. And no matter which role you decide to start with, I suggest that you get the outlaw pass first, because its rewards give you back all of the gold that you spend on it (effectively making it free; you just have to have the 40 gold up front), whereas when you spend gold on a role, it's gone for good. Also, the current outlaw pass has coupons that are naturalist-specific (e.g. give you XP for the Naturalist role) as well as general role coupons, so they can help you with your roles (and naturalist especially).
I suggest that you read the guides on the RDO reddit to familiarize yourself not only with the roles but RDO in general: https://www.reddit.com/r/RedDeadOnline/comments/a0zukx/megathread_red_dead_online_tips_tricks/
For trader, you're going to want to read this: https://www.reddit.com/r/RedDeadTraders/comments/dev0dr/red_dead_online_trader_role_materials_value_list/
For bounty hunter, you're going to want to read this: https://www.reddit.com/r/RedDeadOnline/comments/e4mwj9/bounty_hunter_payouts_and_tips/
And if you decide that you want to use the online map for collector, then you'll want this: https://github.com/jeanropke/RDR2CollectorsMap/wiki/RDO-Collectors-Map-User-Guide-(English)
Regardless, don't buy the in-game maps for the collector role. They're a waste of money. They point you to three random collectibles and thus don't actually help you complete sets, and you'll obviously make less money if you buy a map to find a collectible. In general, if you're not using the online map, it makes far more sense to just to pick up collectibles as you come across them.
I'd start with Bounty Hunter as the opening since it's the only role that earns you gold bars. Also do your daily. Least do one every daily reset to keep your streak going
Also get 2 step authentication and link Rockstar account to Twitch / Amazon accounts for free gold bars to get you started.
Once you have a shovel and metal detector just roam the map with your detector in hand.
I keep 3 of everything I find but to get started just sell to Madam Nazar.
I also keep stocked up on maps, there is often 3 daly tasks when maps may be useful.
Every 5th level with reward a treasure map, which gives gold & cash.
Do as many daily tasks as you can, if you manage 28 in a row each task will give 0.5 gold.
Helping NPC's will also give gold.
If you buy a map from M Nazar, her position will be revealed once you have collected the 3 elements.
Bird eggs can sometimes be a bit buggy.
Alcohol maps are cheap and there is often a daily to drink a collecter bottle of booze.
Some flowers only bloom at night.
There is a sale on all collector gear this week.
There is a cheat map, if you want to cheat.
That's wot I think anyways...
It is a bug feast and with no ability to control saves/load and configure keyboard map or even get a list of keyboard commands, even solo/story play is unplayable.
Takes a few. Took me almost a week for mine.