NG-SIEM Connectors - Just getting started

Just getting started with NGS and fairly new to using a SIEM. I am looking to find out what would be a good starting point for connectors, vs just adding a bunch of items. We are an O365 org and adding some of those seems like a good start, and we have a Palo FW as well as some Meraki gear as well. There are several Microsoft connectors, and I was curious what would be a good list to start from and if there is any overlap?

For example, if I setup the Entra ID connector, does this overlap with the MS Graph connector or is just a good idea to set most of them up to have the data available? Again, all brand new to me and any starting points on what to do first would be great.