Generally? As far as I know, it's always the first one you learn no matter what. Is there even a way to get a different one first?
Well, I didn't want to make the blanket statement without thinking it through and being wrong but.. yeah, come to think of it, it has to be the first. Dragons won't spawn till you get far enough in the main quest to kill that dragon outside of whiterun, and you can't spawn that dragon until you bring back the dragonstone from Bleak Falls Barrow, and you can't get the stone until you learn the word Fus from the wall which spawns the boss of Bleak Falls.
So if you know any shouts at all.... it's Fus.