The Alaska is a decent ship right out of the box. Fast, AA armament. But like all BB1's it has low range and a glass jaw. Guam is a bit better but is a touch slower.
Nevada has much heavier firepower, but is also slower. You might get it up to 36 knots if you have great engineers, but probably not. It also has no AA armament.
Both lines even out when you get to the remodel of the next battleship. NM45, Colorado, Tenn45, Penn43 are all excellent ships with their own strengths and weaknesses. You'll like whichever one you choose. But before you get there, you have to take your lumps in a Nevada or an Alaska.
Of the two, the Nevada is harder to use, just because it's slower. Alaska can take advantage of a blind enemy more quickly. But the Nevada can knock an enemy out when it does get in range, having one of the heaviest broadsides of all the BB1. (Rivaled only by the Bretagne, really.)