#1
Which song out of these should I learn first?

Dream Theater-Another Day, Under A Glass Moon

Racer X-Scarified

Nevermore-The Psalm of Lydia

Dio-Holy Diver, Rainbow In The Dark

Iron Maiden-Aces High, Powerslave

Children of Bodom- Needled 24/7

King Diamond- Black Horsemen

Symphony X- Set The World On Fire, Seven, Eve Of Seduction

Megadeth- Tornado Of Souls

Testament- The Ballad

Ozzy- Revelation (Mother Earth)

Also, which song do you think is the easiest
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#3
Scarified or Set the World on Fire would be fun ones to get under your belt. Another Day shouldn't be too hard, I really like the solo in that one.
#5
I don't know all of these songs, but "Aces High" isn't all that hard (if you're at the level where you expect to be able to play the "Psalm of Lydia" sweeps!). The solos aren't easy, but you can learn the riffs first and perform the song with improvised solos until you learn what they played, if you even learn it note for note. "Aces High" is also the most famous of these songs, too.

Eh, I guess all of this could be said of "Holy Diver" as well. learn one of those two songs.