Is industrial tech the best to start with?
Depends on what you're wanting to do.
In general you want to research Railroads, Steam Engines and a few Naval techs first.
That having been said you can trade with other nations for tech you don't have.
On that note I feel I should point out is that their are two 'cheats' that are actually a necessity if you don't want to end up ass-last in the game.
The first is 'prestige', which gives you a huge amount of prestige, now this is required because eventually you'll run out of tech in a specific field to research and thus will need to change fields, however it lowers your prestige by 10 points every time you switch fields (their are alot of them, and it shuffles them), so basically once you switch fields and see something you want to research, start researching it and then use the prestige cheat amd then switch fields a bunch of timesuntil you're back to the prestige level you had normally.
The second is 'Neville', this is required because, well the AI's are incredibly stubborn, and even if you've captured all their provinces and have occupation forces in all of them they don't always except.
It's also useful for trades with countries with bitchy AI's that just don't want to trade, that is you choose what tech(s) you want and which you're going to give and use the cheat to ensure they don't say no, this also works for trading non-core provinces.