I've started playing the "What's The Phase?" game app with my family. It's a "Wheel of Fortune" style game by Zynga. I soon realized there is an advantage to going second.
When you go first, you might be tempted to pick common letters so you can fill in as much of the board as possible. Hopefully this would give the player enough of a clue to guess the phrase, but most of the time all I end up doing is sending my competition a board filled in with some key letters. They get to choose three other letters, and by then have a good idea of the answer to the puzzle. Rarely do I get a second turn on a puzzle with my family if I play this way. My guesses followed by their guesses are enough to solve the puzzle.
So here is my strategy when I have to go first: I choose uncommon letters like Q, X, and Z. I don't expect this to help me during my turn, but it means the second player is doing the heavy lifting instead of me. They choose their three letters and I get the puzzle back with a better chance of guessing the answer.
Depending on how competitive and/or sharp your opponent is, they'll soon start picking uncommon letters too. This doesn't ruin the game. If anything, it makes the game more fun because the rounds last longer and we start trying to solve the puzzles by which letters -aren't- in the phrase.