Yea I'd recommend vanilla first for *most players*. GMDX is good, very good, but it also shifts the balance of the game in a way that unreasonably punishes new players who don't usually go for optimal skill point allocation and who miss items or spend resources on things that can be had for "free" (e.g. waste lockpicks opening a door that you can deal with using a nearby TNT crate or key hidden behind the corner). Also the enemies get kinda spongy, which means you really want to find all those weapon mods...
I had my sister use GMDX for her first playthrough (I watched) and I think it was a mistake in hindsight. She was constantly running out of lockpicks & multitools and by the end had to invest pretty much all skill points in those skills + hacking, which just made fights more frustrating for the lack of good weapon skills.
By contrast, experienced players know the levels inside out and have tricks for overcoming obstacles, and they've probably memorized some codes and passwords too. In that case, the added challenge from GMDX is very welcome.
That said, if you really find having a bit of challenge to be rewarding, and love to take your time to explore every crook and nanny and maybe reload the game if you realize you've wasted resources, try alternate approaches, etc., then GMDX might be a good mod for first play-through. I think it strictly improves on the base game in many many ways and the only reason I hesitate to recommend it for first players is the shift in balance that may make the latter half of the game more frustrating than exciting.
EDIT: Plot-wise, I'm not sure I agree with the addition of elite troops. It's like, uh, did they suddenly roll out nano augs to the masses or what? Magic? It feels a bit game-y way to scale enemies, which is a point against immersion/realism/plausibility, and I think the OG does the right thing there. That said, I think the OG could've introduced some other types of tougher foes for the late game.
Maybe I need to try GMDX v10 (community update) to see if that changes my opinion. https://www.reddit.com/r/gmdx/comments/a58llc/gmdx_v10_community_update_released_massive_fan
Speaking of which, what's the next thing after v10? That was released more than a year ago..