I've heard that it's good to start with 2.5 gal, then work your way up after you have it down. Any thoughts here? For a first timer, is it better to go for the 5 gal or 2.5? I'm still researching which supplies I need and where to get them.
Research, and get to know the process down pat - paying attention to water volumes, boil-off losses, and heating requirements.
That way you'll be able to tell what supplies work for
your style, and your existing equipment.
Be wary of advice - even from me - lots of opinions and personal preference here get handed down as "carved in stone fact"; it ain't always so
Also factor in how much beer your household can drink
2.5 gallons works well if you're doing "kitchen brewing". 5 might work as well - depending on the type of stove you have. If you have a gas stove, or a really good electric, you might be able to heat/boil a 7.5 - 8 gallon kettle, which is what you'd need for a 5 gallon batch. Even a mediocre stove should be able to handle a 5 gallon kettle / stock pot - which would do a 2.5 gallon batch.
If your existing stove won't work for what you want to do - consider if you're willing to get a propane burner, or have the space for it.
Personally, I'm making 2.5 gallon, BIAB, all-grain, full-volume mash batches because I'm limited by my stove, equipment, and available space - but I might crank out 5 gallon batches if I had a good gas stove.
It really boils down (no pun intended) to what equipment you have, what equipment you're willing to acquire, the space you have, the process you want to follow, and how much beer you want to produce as a time.
Welcome aboard - and best of luck!