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We haven't played the base game yet but we own both the base and this Hades expansion. Should we play a 3 player game, our first game, with the Hades expansion? We've all been gaming for 30+ years so rules complexity and understanding isn't something we're worried about unless it's a major concern with this game.
Luck in games, in measured doses, is the catalyst which enables shocking game-changers that you'll remember and talk about forever.
Let the Lord of Chaos rule.
I like the Hades expansion (more variety which helps the balance, more attacking) a lot more than the base game itself.
That said, if you put Hades in, be prepared for more start-of-turn book-keeping (refresh a lot more things), and looking up 2 different booklets for abilities (instead of 1).
There are also some annoying exceptions in card abilities in the expansion which might be arbitrary if you've never played vanilla before.
If you had 1 person who's really comfortable with the game, definitely go for it. If not, as you say, play it once vanilla. Even though the expansion is good, it's good to play vanilla once to appreciate how good the expansion is.