If you want to dive in with a top team then choose Santos, Sao Paulo (spelling?) or Corinthians. Any of the other top division teams will be fun to play as well. It's easy to avoid relegation with a predicted relegation candidate.
If you are looking for more of a challenge as I did start off with a division 3 team, it's more than possible to get back to back promotions no bother.
Brazil is a fun nation to manage in with the state champs then the league and the two continental competitions if you qualify.
Focus on youth as there are endless amounts of senior players of all levels of ability to start.