I'll be leaving the thread open until friday, on the principle that there might be a few potential stragglers who would want to get in on the ground floor, but are currently overwhelmed with real life. A thread only gets one beginning, so no need to rush forward. Still, 13 players are already an encouraging start!
Confession time. As a voter in other CYOA threads, I never did quite grok the flip-flop voting system, and never really needed to do so. I understand that there's a 3-way tie at the moment? Either way, all three options are sound in their own ways.
Being a Natural at a certain skill puts you on a separate progression path entirely for that skill. 'Natural' exists as the 'Novice' rank in a progression outside normal boundaries. Not only is he immediately better than several tiers of normal progression and can advance beyond the normal limits, but his skill is less easily fouled by an unexpected circumstance. For example, an expert swordsman has trained and fought a decade to reach his rank, but he may never have fought in a narrow tunnel, or in waist-deep water, on ice, or while swinging upside down on a trapeze while patting his head with his off-hand and counting backward from a thousand. A natural remains naturally skilled.
Of course, the holy man's extreme constitution is extra Plot Armour, and takes your survivability to an epic, albeit not an Epic, level. I believe in both Cs in C&C, so that's not a trifle, either. His zeal and scary scars may hamper your Biowarean urges to pursue fair maidens and gaiders, though. However, I do know one creepy holy man that was rumoured to have done pretty well in bed.
The merc captain is good at command, starts with some wealth and followers, is able to branch toward more social grace than (C), can intrigue a little but not as (H) could, knows the value of a coin and could do well moving toward economic matters.
Another key distinction among the branching options is the level of recognition, indebtedness, perceptions of your competence and overall feel that the King has toward you.
Option (E) may look like a joke in this chart, but has its own advantages. As Esquilax infers, (E) is prone to such wild extremes of luck that any starting point is meaningless,
however... The king whimsically granted him the destrier of the fallen champion, and in modern terms, that's like possessing an F-22 Stealth fighter. If you keep it, you're deadly; if you sell it, you're already the richest starting option.