Which one do you think is more difficult and why (I'm mostly mean the first movement vs the ballade), and do you think it'd be a good Chopin piece to study before or after a ballade?
Do the Ballade. It's way prettier.
IMO the sonatas are the hardest group of solo piano works by Chopin, right after the etudes (technically speaking, ofc, though both group have PLENTY of musical difficulty). You'd probably be better off with the Ballade, assuming you've prepared appropriately ofc, since you've already learned some of it.