I got back into XCOM2:War of the Chosen after several months away. You should definitely assault the stronghold of the Chosen who has the highest progress bar first and fairly soon (magnetic weapons and plated armor). If you eliminate all the Chosen as soon as possible, before they are able to do the Avenger mission, the rest of the campaign is a breeze. The Chosen can be very powerful and a serious threat if they are able to level up to the max. But early on, the Chosen are more of a nuisance than a real threat.