It's hard to say for sure. Different players have different opinions on whose story is the best in Octopath Traveler. It depends on personal preferences and playstyles.
Osvald's story is also great. He is on a quest for revenge after being wrongly imprisoned. His story is complex, involving his pursuit of knowledge and justice. It's a story of a man who has lost everything trying to regain his life and make those who wronged him pay. There are many plot twists and turns that keep you engaged throughout his journey.
The rich character backstories in Octopath Traveler contribute to its best story. Each character has their own unique journey and motives, which are gradually revealed as you progress. For example, Olberic's quest for revenge is filled with twists and turns, and his encounters with different people along the way add depth to the overall story.
Cyrus is also a good choice for a starting character story. His is a story of a scholar seeking knowledge and truth. There are many mysteries and intellectual challenges in his story which are really engaging. As you progress through his story, you get to explore different academic aspects and encounter various interesting characters related to the academic world.
Temenos has an amazing character story too. As a cleric, his investigation into the dark secrets of the church is captivating. He has to deal with corruption and false beliefs within the religious institution, and his story reveals a lot about the game's world and its hidden aspects.
A great starting character story in Octopath Traveler should have an engaging plot. For example, if it's a story about revenge like Primrose's, the mystery and the drive for vengeance should be enough to hook the player immediately. It should also introduce the game's world well. Olberic's story does this as it shows the honor - based society and the politics within it.