As said above, you're better off waiting until 41 to create a new player, especially if you plan to regularly boost; it'll make things a lot easier on you in terms of finding teams and maximizing your end build. I'd retire both of your level 1 players. You'll only have to wait a little over two weeks to re-create them, anyway.
Second, I would recommend against making a jack-of-all-trades LB because of the lower level-ups and because it's much more difficult to excel at anything in particular. Think about trying one of the specialized archetypes, and then envisioning what advantages you have with that specific set of major skills. Example:
http://goallineblitz.com/game/player.pl?player_id=1806960. Because he's a coverage LOLB, my primary concerns are speed, agility, and vision. (His speed is low right now because I saved that for third in my build plan.) Strength, tackling, jumping, confidence and stamina are al quite important, but I haven't invested any SPs in any of them yet because I won't get good build value by doing that. I assume you've taken a look at the wiki section on how to slowbuild; follow the ideas there in order to maximize your major skills, and you'll be on the right track.
As for your question about where to invest your initial SAs, speed or agility, period. For the HH and Coverage archetypes, agility to at least 68 (and preferably 74) is going to be your best bet. For the Blitzer archetype, since speed is a major and gets such high level-ups, starting with that is sound, though one could make an argument for agility first (maybe agility to 68 and then speed to 77 or 81).
Don't be afraid to ask questions and do a lot of research. It took me a few months to start producing builds with which I felt comfortable--this game doesn't have a low learning curve--but things will get easier.