What is worth screening for with scanner?

[Zechnophobe]

on your FIRST game? You are going to use the scanner? Ech... I don't know what to suggest because I can't honestly understand your motivation.

Are you just trying to find really good things early to make the game easier? (You could just lower the difficulty).
Are you trying to make sure you don't get screwed out of some quest required item? (Only Necro Call scroll is required in Armored Princess and random, and that is pretty common).

If you want to know some of the best items in the game, see if you can get the entire Scale set, or get a very early Shield of Rekross. That'll set you up nicely.