You can do it either way. You can...
Install GFCI receps everywhere you want them. Never use "Load".
In this case you spend $16 per outlet. Every outlet is responsible for its own GFCI protection. Therefore you do not use the "Load" terminals at all. Don't even remove the "For Wizards Only" warning tape.
Since the outlets are not grounded, you will need to use the "No Equipment Ground" stickers on each one.
The upside of this method is you never have to go hunting for the reset button, you know exactly where it is.
Install 1 GFCI recep at head of circuit. Use "Load" as intended.
The "Load" terminals have exactly one use: to extend GFCI protection to a circuit downline. They should never be used for anything else.
So having found the correct outlet, guess which wires come from the panel, and attach them to "Line". Cap off the others temporarily. Power up for testing and if the GFCI works, you guessed right.
Now attach the remaining wires to "Load".
Affix a "No Equipment Ground" sticker here.
All other plain receps that trip with this GFCI get "GFCI Protected" stickers and "NO Equipment Ground" stickers.
The upside of this is you only need 1 GFCI per circuit, so fewer GFCIs to test every month.