I was wondering which champion I should get first, I've been saving up and I want to make sure I make the right choice of which to buy first. I want know which one I should get first based on how much fun the champion is and difficulty.
vs 
They're... entirely different champions, in completely mutually exclusive roles. Neither can do a single thing the other does.
You're really going to have to give us some clue what you want to do in-game to get an answer to that question, basically. Short version, though: If you wanna ADC, lucy. If you wanna support and CC, Thresh.
They're both fairly easy skill-wise, if you can point a thing in a direction then you can use all of the abilities of either one just fine.
I'm a Thresh main so I may be biased. Thresh is always a good pick for the support role. He never falls out of style or favor. Lucian has his strong and weak metas, but Thresh never really has that. He has his good metas and his really good metas. He is the hardest support to play but he's not nearly as difficult as many other champions (Lee Sin, Orianna, Draven, Zed & Azir come to mind) but in terms of his competition for the support role he takes the most practice to pull off. But he's good with everyone and can function in both aggressive or passive lane set ups and can pick off, peel, harass and tank as his team sees fit.
