I'd go for "最初は誰?"/ saisho wa dare? Though it might be improper if talking to a dog of superior status
If I get what you want to say right I'd use something like verb+たい (食べたい, 遊びたい...) and ほしい.
In the end I guess I'd say "誰がほしい?" while waving the toy / candy.
However I'm nowhere near sure of what I am saying, gotta wait for the king... the Gooseking.