I think most definitely you should play the etudes of which you are most fond, and therefore most likely to want to successfully complete. That said, there are just a couple of exceptions that I would not recommend you attempt until you have further developed your techniques through his other etudes

Of those you mentioned, op 10, no. 12 is probably the most accessible, and in my experience required the least amount of practice to achieve the notes. Interpretation, naturally, is an entirely different thing

. Once you get the notes down, it's really just controlling the dynamics in the left hand, and pedaling. And your own "revolutionary" style of course!
I would however NOT recommend op. 25 no 6 to start as it is one of the more technically demanding studies unless you already have some experience in double thirds. If you attempt this then you may full discouraged and give up. That said of course, you may well enjoy it enough to push through, and end up with some fabulous legato technique

I would also say the same for op. 25 no 8, 10 and 11; though the attractiveness of Winter Wind may well be sufficient for inspiration. From op. 10, I would recommend leaving no 2 and 7 until later. You will gain the strength and stamina required for these through playing the others.
Now, I'll also mention a couple of others which are fine to start and most beneficial to technique. Op. 10 no 1 is just superb for stretching in the right hand, although it will take time to achieve the initially seemingly impossible tempo. For many, op 25 no 9 is a lovely piece that is attractive enough yet not so technically difficult that you will be put off; I think op 10 no 3 is also well loved. Both are excellent starters.
Of course, the easiest of the etudes technically are undoubtedly the "slow" ones; I forget the exact no. now, but they might be a way to go if you want to take it slow rather than leap. However, judging by your mention of Pathetique and the nocturne, I think you'd rather a challenge?
Regardless of what you choose, know that you WILL get there in the end through plenty of slow practice. It also helps to watch Paul Barton's youtube tutorials; that man is gold for a straight forward introduction and exercise.