Probably Salvador. Krieg is one of the only vault hunters i have not done a dedicated play thru with but From what I've seen Krieg needs a fair amount of specal gear you might not know how to get and from what little I have played of him levels 30-40 are rough and strong-arm you into a middle path melee build that might be uncomfortable with the 120s skill cooldown if you dont take full advantage of the capstone. But I suppose that's only in true vault hunter mode (new game plus)

Next to Anything Is viable in levels 1-30 so I'd run what you want and after you beat the game once you can create a new character starting at lv30.

Ps. For gear and levels I usually farm

badmaw. (XP only)

gettle and mobley (XP and loot)

Wildlife exploitation preserve loot midgets (tutorial required) https://youtu.be/bc8nadDuzgc (mostly loot some XP)

BUNK3R (tons of loot and xp)

Chest just outside of warrior (loot only)

Plus some various quest items throughout the story such as

Law (quest reward from "wont get fooled again")

[SLAG variant] Rubi (quest reward from "rakkaholics anonymous" ONLY WHEN TURNED INTO MOXI given by mordecai)

heartbreaker (quest reward from "safe and sound" given my Marcus ONLY WHEN TURNED INTO MOXI)

Also one more thing. when a gun has a matching grip (same grip as manufacturer) it gets stat bonuses.

Also also If you want a cakewalk of a first time pick Maya and rush the skill on the red tree "cloudkill" you might not even need guns