Your idea is fine
Using a GFCI device in the first position to protect the entire circuit is a perfectly fine idea. It will work if the device is wired correctly and the rest of the circuit is (already) wired correctly.
Lights definitely can be placed on GFCI (it just doesn't buy you much if they are also grounded).
Both sidestep accidental "Line vs Load" swap and test the downline circuit
Where this usually goes wrong is the warning tape that says (in as many words) "For Wizards Only" warning tape. It covers up the LOAD terminals (though we have seen one that covered LINE by mistake). Typically people note that a plain receptacle has 4 screws (interchangeable), and RIP! the GFCI also has 4 screws (NOT interchangeable, but they don't know that).
My trick of hooking up GFCIs is to leave the warning tape in place and connect LINE first. Cap off everything else, and power up. The GFCI socket should be able to power an appliance, test, and reset.
If more than one wire needs to go to a LINE terminal, I recommend pigtailing rather than using the GFCI as a splice. That way you can test the circuit with the GFCI omitted altogether, and test the GFCI after that all checks out. (Most GFCIs support screw-to-clamp to allow 2 wires to be back-wired under each screw; those are fine but never use backstabs as they are unreliable and not made to be used twice).
What is the point of this? Am I worried about you confusing LINE vs LOAD? No, I'm worried about the downline circuit having an issue that trips GFCI. If you hook it all up at once, you won't be able to distinguish a bad GFCI from a bad downline circuit.
Once all that checks out, everything hooked to LINE is frozen. It will not be removed from LINE. Now you tear off the tape and add any hot-neutral pairs to LOAD. Then you power up and test again. If you have any problems, you know the LINE wires were not the problem, so you focus your troubleshooting efforts on LOAD. And it can be a pre-existing defect in downline wiring, e.g. A bootlegged ground or shared/borrowed neutral.
By not hooking up all 4 wires at once, you avert the common mistake of hooking LINE wires to LOAD and vice versa. A modern GFCI will not power up in those conditions. An old one will, but TEST/RESET won't work.