Which rooms should I try to upgrade first?

Do not rush base! Upgrade command centre and training rooms last. Always max upgrades of rooms. When at command center level 6 stay there with troops at 40 40 40 39 level. This will keep you down a tier in arena (look up hustle castle arena tiers, same rules apply here).

Once at 25k+ arena currency then upgrade to cc7. This will upgrade special forces chest and open up legendary weapons in said chest.

Open chest three times. Equip all weapons, stay at same fighter level. Repeat process. Then train troops to next tier level, which will change level of weapons awarded in SF chest. Open and own the arena all over again.

Don’t rush troop upgrades, or this will have detrimental affect on game play experience with harder to beat opponents in arena battles.

yeah.. I just things that alot low level with complete legendary.and i try to level up gym with make it 70 gym but all enemy was harder.in massacre too.. never get 1st winner anymore. now i'm lv31 and always lowest score team than.other... really stressfull to get legendary items

There is lots to work on, and its a good idea to try to move forward with the command center whenever you can to unlock more rooms and unlock upgrades for existing rooms, but other than that you should give the gym and barracks rooms priority over others. The better your troops the faster you can proceed.

If they are upgraded then work on the supply rooms, weapon, and equipment. Then upgrade the resource production as needed: food, reagents, cash, wood, steel.