What is the best weapon to ask for from Paul at the beginning?
It depends. You can loot the sniper rifle and mini-crossbow off of enemies in the first level so common sense would say the GEP gun. But if you spent skill points on small guns then you might want the crossbow right away, and same with the rifles skill -> sniper rifle. Also, if you want to go non-lethal, then it might be wise to pick up the crossbow first. And there is no real reason to need the gep gun on the first level except to blow up the security bot, but it can be avoided.