As stated in the title, I have always wondered whether it is better to move a pawn or knight first. Which one makes you generally more likely to win?
The question seems to imply that the very first move is directly influencing one's chances to win. This is not the case, the first move alone does not do anything in terms of improving or worsening your chances, as long as you follow correct opening principles. So either a Pawn (i.e. 1.d4) or a Knight (i.e. 1.Nf3) is O.K. in my view. A better question would have been, IMHO, which Knight or Pawn move would be better according to general opening principles? (i.e. 1.Nf3 vs 1.Na3, or 1.e4 vs 1.h4).
Neither is better. It's mostly a matter of opinion. However, there are certain themes that a lot of the commonly played moves all have in common. They try to get the center, to develop their pieces to useful squares, and often king-safety is achieved by castling either king-side or queen-side.