Mortal Shell 2 gives you a shell named Harros during its prologue, but promptly takes him away once you reach the open world, leaving you to find a new Shell in Fainweald. Proxima and Tiel are both close enough to grab almost immediately, while Eredrim takes more work and makes more sense once you are ready to start tackling tougher fights.
Proxima is the best Shell to prioritize, as her Biosampler can pull smaller enemies toward you or drag Proxima into range of larger targets, giving regular combat much more momentum, and it is easily the most fun ability of the three. Tiel has a more specific use for sneaking through dangerous areas, while Eredrim’s heavy Break Damage makes him worth switching to for bosses.
