Furiosa is a bit of a rough watch in spots. The movie has a tendency to pull back from some action scenes or obscure things or point the camera away at key moments so you don't actually have to SEE the worst of what you can imagine (an interesting thing to do in itself, because you don't often see what would be a bravura action scene from 300 yards away, barely able to hear the carnage). The action scenes don't quite hit the heights that Fury Road's do, and there isn't actually a lot of explicit blood or gore (a lot of people blown up or burning or pulled under wheels, but not eviscerated or bleeding out or that sort of thing, mostly).
So it's less in-your-face in some ways, but we've all seen Seven, right? Sometimes not seeing what's in the box lets your mind fill in worse. Thematically it's darker, there's almost no levity (compared to the spare-but-there comic relief of FR) and it is not, ultimately, a hopeful story. It leaves what hope there is in that world to Fury Road. So between the two, I'd definitely suggest trying that one first.