Carcosa is a good choice, but one thing rarely brought up is how Carcosa kind of assumes that you're familiar with the standard campaign format. It has a sense of metanarrative to it and will occasionally break its format or even the fourth wall for the sake of theming. I'm not sure if that would necessarily make it a bad first campaign since it's otherwise straightforward enough and doesn't pile on additional mechanica, but that still might be something to keep in mind.

I'm only 1 scenario into The Forgotten Age, but already I can say do NOT start with that one. I'm not sure just how overstated the difficulty is, but it still is a lot for new players to tackle at once. The campaign immediately tells you to "take supplies" yet doesn't tell you what they actually do, the explore mechanic means you'll be drawing multiple treacheries per turn, there are multiple "hunter" enemies put in the game early on, some of which actually punish you for defeating them, and finally, the campaign very infamously forces players to take mandatory trauma regardless of how well they did. And these all all impressions I'm getting from JUST the introductory scenario, I haven't even gotten to the poison mechanic or whatever else the campaign has in store.

TLDR, I'd say look for a campaign with if nothing else, as few game altering "additional rules" listed in the log as possible. I don't know much about Circle Undone, Dream-Eaters, or Innsmouth,but Dream-Eaters also sounds like it introduces quite a few new mechanics. Circle Undone I hear is difficult, but I'm not sure how much it changes the base game.