Hmm I think I can split them into a rough 3 categories,

1- I can imagine the energetic ones like Ruina, Lilia, Oliver, Ophelia, etc immediately getting attracted to the bright colours and sounds in the city so their first priority would likely be to go visit the surrounding stores.

2- The more mature ones like Reyn, Amia or Asta would be more interested in the cultural/environmental aspects of the place, trying to figure out why things work the way they do and being interested in things like the local subway system (lol)

3-And then last but not least there's the calm ones like Astel, Leo, Felix that would likely want to see the sage's home and get everyone/everything settled before doing anything