I learned crochet first. An Aunt taught me when I was really little, but I don't remember learning anything but a chain stitch. I picked it up again a couple of years ago, and taught myself everything from single crochet through triple crochet and increases/decreases using the diagrams on the Lion Brand yarn site.
I'd tried to learn to knit a few times over the course of about 5 years, and it always ended in frustration until this latest try last fall. It was tougher to "get" for me, and I don't fully understand the mechanics of WHY it works, but I prefer it to crochet. It's more challenging, and it uses less yarn than crochet (which is nice when you're addicted to $20+/skein yarns).
I tried to teach my step sister both not too long ago, and she found knitting to be easier, so I think it just depends on the person. I say try both.
And I know that the OP has already chosen and begun, but my advice for anyone else in the same indecisive boat is to buy a decent worsted weight yarn (stay away from Red Heart Super Saver), a metal size 5 or 6 crochet hook, and a pair of 10" size 8 WOODEN (bamboo is nice) straight knitting needles. I prefer metal for crochet hooks, because you want the slickness. But metal knitting needles are often too slick for beginners, and they get restarted because the live stitches slide right off the end, whereas the wood has more "stick" to it.
As for what to knit/crochet as a first project, I say do a practice swatch to get the hang of your basic stitches, and then jump into something that you're actually excited about. I didn't get happy about crochet until I jumped into hats, and my first knitting project was striped fingerless gloves (and I tackled cabled mittens for my second). I learned so much more about techniques like increasing/decreasing, picking up stitches, working in the round, etc. by actually doing them on a project than by doing them on a practice swatch.