Congrats on the free starter!
Lylith isn't a bad starter, but she's got a very limited spell list and tiny command area. If you're getting the starter with no warlock I'd recommend pThagrosh. He's relatively resilient, has some good buffs/debuffs, and in small games his feat (resurrect 1 dead warbeast at full health) is just plain mean.
Searyn would probably be my second choice for a starter warlock.
Edit: By pThagros I mean the non-epic verson. Not the big model with wings, but the smaller one. I'm too used to the shorthand used on the privateer forums.