In my opinion, the character ya open with should be someone you're noticeably bad with but enjoy playin'. It's just the warm-up round after all, winning should be the least of either player's concerns. If that's Marth for ya, so long as you ain't just bein' a tier whore, I s'pose it's fine. Ain't like there's a proper etiquette to it or nothin'.
Hell, when I would vBrawl someone who could 3-stock my Falcon, I'd still use 'em one more match for the lulz half the time. Unless they're campy, 'cause that's no fun with a character to weak t' projectiles.
And remember, it's Wiichat tradition to open a Brawl session with Captain Falcon anyways. Especially if it's your first time playin' someone. Everyone would do it, even if they don't play Captain Falcon... like me.
Worst character in Brawl is Mr. Game and Watch and Olimar.
Those are literally the only characters I hate in Brawl.