If your question is which do you calculate and analyse first, I think it doesn't matter. You need all the info.
I suppose annual and monthly stars are the most immediate concern.
If your question is which should you learn first, I'd say bazi. With a solid grounding in the heavenly stems and earthly branches, feng shui makes so much more sense. People who start with Flying Stars usually get distracted by the numbers (as though they were real things to be calculated and as though they predict destiny).
My opinion, anyway