I would suggest sticking with one while you learn all of the units in the game, and then once you have a fair handle on how to play them, try the others and switch it up. It's the fastest way to find out their strengths and weaknesses, which is useful not only in playing as them but in playing against them.
A short pro/con list:
UEF:
+ Units have more health, stronger shields, and simple "all in" tactics on brute numbers.
+ Well rounded; no glaring weaknesses.
+ Best siege/defensive units with T3 PD and the Fatboy.
+ Decent navy that doesn't require much control; clump shields and move in.
- Few true strengths; air and land is all rather "meh", navy can be countered via superior strategy / micro.
- No direct-fire experimental.
Aeon:
+ Strongest T1 land with the Aurora.
+ Hover units such as the land scout, T1 tank, shield, flak, etc.
+ Fantastic lategame due to Harbingers, shields, anti-shield units, and snipers.
+ T2 interceptors which can dominate midgame air.
+ Mercies for sniping inattentive ACUs.
+ Arguably the best T2 PD vs ACUs and high tech units.
+ ACU gun is split into two upgrades, which allows for RoF to be gotten earlier than usual to win 1v1 ACU duels. Range upgrade makes its gun outrange any other ACU.
- Requires the most unit control of any faction.
- Auroras are countered hard by bombers, gun upgrade, and lack of micro. They need constant attention, but when they get it, they are unstoppable.
- Navy requires support from T2 land with flaks and shields to stay competitive with other factions.
Cybran:
+ "Sneaky" weapons such as TMLs that split when shot, Firebeetles, ACU cloak, ACU torps, and stealth fields.
+ Stealth navy can be excellent; high naval RoF means it can be micro'd well.
- Units are weaker and require more control to use effectively.
- No shields.
- Stealth is hard countered by air superiority, no shields or tankiness to fall back on.
- Weakest ACU.
Seraphim:
+ Perhaps simpler to play than UEF; has fewer units, which are usually multipurpose and absolutely excel at what they do. Rewards both careful defensive play and all-in attacks.
+ Second best all-around all around, narrowly edged out by UEF's with 500 hp more.
+ Best direct-fire experimental (Ythotha; great for both swarms and single exps, and splash damage easily cuts through stacked shields).
+ Best air experimental (the Ahwassa drops one nuke per pass! how cool is that!).
+ Fantastic T2 navy (destroyer is unstoppable with micro; can submerge to counter frigate spam; best cruiser with insane AA and the best TML).
+ Best T1 bomber.
+ T3 mobile shield unit.
+ Best T1 mobile artillery, and it hovers!
+ Best static shields of any faction.
- No LABs; can be raided very hard in the early game.
- No T3 gunship.
- No mobile shield at T2. (cybran: "oh, cry me a river"
)
- Slight disadvantage in T1 navy. Their sub is slightly weaker than others, unless you carefully plan hit-and-run attacks in order to maximize its long-reloading anti-torpedo system.
- Worst T2 PD, narrowly edging out Cybran's.
- Static shields, although more powerful, are also more expensive.
- Ishies are inbetween a bot and a tank, and thus are susceptible to kiting from other faction's bots or being overrun by their tanks. Careful unit control is required to make sure this doesn't happen.