Just gonna mention this real quick, since it was brought up that the Lich is not a good 1st hero.
The Lich, admittedly, isn't the greatest creeper of the UD arsenal (DK deserves that honor, and the DL isn't that bad of a creeper either, just not as good as DK), but if you're expecting a hard early game, the Lich isn't a very bad way to go. Frost Nova destroys tier 1 armies like nothing else can, and Ghouls are a competent tier 1 unit as well. With proper micro and a steady stream of Ghouls, a Lich can take down early armies and possibly even do a rush. The catch to this is that a 2nd hero DK is mandatory, and the sooner he comes out, the better, for obvious reasons.