The Master is becoming too old, ergo his final mission is to find a successor that will carry on his techniques.
One thing to note depending on who you train the most will become the next successor, it's impossible to evenly train them. One of them will always have that "one point" which makes the overall decision, so just train whoever you want exclusively! Unless you're doing some kind of challenge run...
While you can select any chapter as your first, this one I usually do because it has an appropriate difficultly curve as an ease for new comers. Although the end of this chapter is literally a marathon which I absolutely hate.
