I would play Annie. straight out of the box first to get the rules down.
Both start times offer something different to challenge you.
Play time is also shorter.
Next, I’d read the G40 rules and note the differences.
From this, you either try G40 as is or start modding either set of rules.
It really comes down to what you want out of the game.
Shorter-longer play time/more-less complex rules/bigger footprint maps and more maneuver room.
There are rules sets posted here which have modded the game already, so you might look at these first as they may fit the bill for what you want out of the game.
For me, playing a few games OOB is key to understanding why others and yourself need mods in the first place.