My first 2C-E trip was the most intense experience of my life... if I wasn't an experienced psychedelic user I would have surely called an ambulance. As it is I was convinced beyond a shadow of a doubt that my soul was unraveling, and it unraveled all the way to the void, complete lack of existence, just an eternity of desperate loneliness. I had to let go and expect to cease existing. Time seemed to stop and I lost all awareness for 20 minutes, like I blinked and the clock was 20 minutes later. And I was back in the world.
This was with 18mg and only happened once... but it's totally possible, and in my opinion you wouldn't want to have an experience of ego death for the first time with 2C-E. Mushrooms and LSD have a more warm and beautiful way of showing it, so I would recommend one of them first. Mushrooms can be extremely intense also, but once you let go it's more like you wake up and realize what you really are, and it's so much more than you thought, and you become filled with this cosmic love and amazement.
To be honest, I've gotten much, much stronger effects from 2C-E and from mushrooms as I ever have from LSD, but to be fair, I've never had a high dose of LSD.
Overall I have had more truly meaningful and intense trips from mushrooms than any other drug, only a few from LSD (though I am in need of a high enough dose to make that determinination), and usually much calmer, more friendly trips from 2C-E. But the fact remains that that one 2C-E trip is the hardest I have ever tripped on anything out of many chemicals and many trips.
I don't have any LSD reports, but I have a report on Erowid about my first mushroom trip (which was also my first psychedelic), and also about my first 2C-E (years later when I had more experience but hadn't tripped on many chemicals yet, and most of them I had tried only once. So you can read them both and that will give some more information on how I found my first trip with each to be.
Xorkoth's first mushroom trip
Xorkoth's first 2C-E trip
Read the mushroom one first.
My final thought for this is that generally, my 2C-E trips have been calm and peaceful and very interesting and thought-provoking... it's really good for working on things or generally experiencing things because it tends to give me a pretty constant stream of thoughts and concepts to link to whatever I'm experiencing. The body load is very psychosomatic, meaning that since I have a lot of experience with psychedelics, I am able to channel the 2C-E properly for there to be no bodyload, just warmth and calm. But when I had less experience it gave me a considerable bodyload which could be uncomfortable and sometimes frightening because its intensity made me feel uncomfortable, which manifested physically.
And that's another important thing to realize when you're tripping early on and especially for the first time: psychedelic come-ups are often very disorienting and unnerving because your reality is altering so drastically and unexpectedly. This can often cause strong anxiety... for me it manifests in these kinds of thoughts: oh no, I took too much! I'm poisoned! What have I done? I would give anything to just be normal again, why did I ever do this? I'm so stupid! I find that on the few times I've let that anxiety get the best of me and stopped believing that it would clear away once a stable peak is reached, I remain in this anxious, confusing state for the duration. But as long as I am able to keep the anxiety at bay and realize it's just the effects of this drug, and it will pass, then it all clears away after the come-up is done and I enter a stable and rich psychedelic experience. This will happen with any real psychedelic, some less than others. And it's also possible that you'll find it easy and just smoothly transition (being outside really clears things up and allows me to have more peaceful come-ups and trips).
So when I put together all of these points, my opinion is that 2C-E, out of mushrooms, LSD, and 2C-E, is the least good one to try as a first psychedelic, because of its long come-up (2 hours of potentially dealing with physical discomfort and anxiety), its potential for bodyload, and the potential of a truly mindblowing terror trip which, while very useful, was a nightmare to experience. For me, mushrooms would be the best. This is because mushrooms have a very fast come-up, though it can be intense (though it wasn't for my first mushroom trip that I linked to), and the state that it brings you to is the most beautiful and enlightening experience of my life. It's also more likely I find to reach that sort of place more consistently with mushrooms than the other two... I've had very wide-ranging trips on LSD and 2C-E and although every trip with everything is always different, I have pretty reliably been able to feel that intense connection to Earth and the universe and nature, a very spiritual and cleansing experience.
And to top it all off, your mileage may vary - everyone is affected differently by anything. So all we can do is share our experiences as clearly as possible so we can all be able to read through many reports and get at least some sort of idea of what we might be in for when we use something.

But your experience with all of these drugs might be totally different than mine is.