Starting your first diplomacy game as France could be quite a wise and safe choice. France is a corner country and part of the northern triangle, together with England and Germany. France has naval interests in both the Atlantic and Mediterranean.
The main neighbors that require direct attention are England, Germany, and Italy. Later the contact with Turkey might intensify over dealings in the Mediterranean or with Russia. This depends on the situation between England and Russia over Scandinavia and Russia and Germany in general.
France is one of the few countries on the board, which could seize three neutral supply centers in 1901: Belgium, Portugal, and Spain. Please be aware that growing +3 in 1901 might look great at first sight, but it could also create a lot of suspicion with your potential partners. It might be wiser to only seize two neutral supply centers in 1901 and take the third one in 1902.
France – England relationship
England could be either a great ally or great enemy of France. The Channel is your main point of concern early on, which has to be looked at in combination with the ownership of Belgium after 1901. I dedicate a complete article on the Channel here. The main consideration for France is that an English fleet on the Channel poses a risk for Brest directly, and the threat of an English fleet moving to Mid Atlantic Ocean (MAO). This latter risk is the most important one. No French player can afford a foreign fleet in MAO. Whatever you do, ensure that MAO is either empty or occupied by yourself.
A longer term alliance could work well between France and England. After dividing Holland and Belgium going after Germany is a logical step. Later, England can focus on Scandinavia while France can have a look in the middle part of the Mediterranean.
Normally you would only like to start a conflict with England if you have Germany on your side. France will not have the capacity (limited naval power) to defeat England quickly by itself, so you would need firm support.
France – Germany relationship
One could consider this as one of the most interesting historical relationships on the European continent. I could write for hours about this historical context, but I will limit myself here to the situation on the diplomacy board.
France and Germany could start an alliance against England, or a war with each other, where most likely both will try to convince England to join. As France, you have more options in a conflict against Germany, as you could also ask Russia for support.
As France, it is critical that the German army in Munich does not enter Burgundy. France will certainly die an early death with any foreign army in Burgundy. If you look for conflict with Germany, you could enter Burgundy (even with Marseille supporting Paris to Burgundy in spring 1901). If you would like to play a bit more cautious in the early game, a move focused on Belgium could be smarter. If you are not certain about the German intentions in Spring 1901, just tell Berlin you are moving to Burgundy and see if he bounces or not. A bounce with the army in Marseille still gives you the option to take Spain in Fall 1901.
France – Italy relationship
Your neighbor in the Mediterranean is special. My personal preference is to have very little dealings with Italy in the first few years. Agree on a DMZ in Piedmont, Gulf of Lyon and WMS, and that is it. From the French point of few, this is perfect, as you can direct your units north. This basically means that you hope Italy will move east towards either Austria or Turkey.
From personal experience I know that most Italian players will be more motivated to go east than west, which is good news for France. However, if Italy decides differently Marseille and Spain will come under direct threat, severely weakening the overall French position.
France – Russia relationship
Although Russia is not a direct neighbor of France, there are reasons to think about the Czar in Moscow from the beginning. Historically the alliance between France and Russia was one of the key reasons for World War I. To focus on Diplomacy: Russia in the north is dealing with both England and Germany early on, all your important common neighbors.
Usually France and Russia are allies in the early game, as they have no ground for clashes and lots of common interests. It is good to establish frequent communication with Russia early to get an idea of the plans of both Germany and England.