It depends on whether you intend to cap, and if you want to PvP or not.

Personally, I would start with Malison and I would buy him with gold that you save up (currently 78k).

While at low level, I would go for the well rounded pets like Kettle, Crawly, Wrathjaw and even Prance, all of which contribute to several main attribute stats.

I wouldn't look to other pets until you level up a bit more, but if I will say that Abaddon can help you a lot while leveling.

If you absolutely must have a Mythic pet, my preference is Slag.

Talon, is a great pet, but it leaves you Mana starved and extremely squishy. I would avoid Talon until you get more game experience, as he really does require solid skills and a lot of pots to survive.