Wonder if someone could explain which diode lights first
That is a transistor astable or bistable multivibrator oscillator. As you can see, the circuit is perfectly symmetrical. It relies in slight differences in component tolerances to start oscillation.
The working principle of this circuit has been described in most basic transistor text books and many thousand times in web tutorials. There is no need to explain it again here. Please study those articles and edit your question if there is a particular point that requires clarification.