This depends on where you want to arrive at. From a physical point of view, Lie theory is closely related to its (differential) geometry aspects and starts with Lie groups. The usual suspects are not very difficult groups, e.g. ##\,SU(n)\, , \,O(n)\, , \,GL(n)## or similar matrix groups. The more difficult part is their topological and analytical properties, which make them a Lie group. Their study is differential geometry and in its heart, the theorem of Noether which physicists use to describe conservation laws, is a theorem in Lie theory. In this context Lie algebras simply occur as tangent spaces which carry a Lie algebra structure. Their representations come into play, if their vectors are investigated as operators on certain vector spaces.
This is one side of it and the entry point for physicists. But you can also consider Lie algebras (and their representations) from a pure algebraic point of view, where the matrix groups are neglected and their Lie algebras, e.g. ##\,\mathfrak{su}(n)\, , \,\mathfrak{o}(n)\, , \,\mathfrak{gl}(n)## are considered in the first place. This is an easier approach as one doesn't need the mighty tools of analysis and topology, rather (usually finite dimensional) vector spaces instead. It's also a shorter way to understand what classical Lie groups / Lie algebras are, why they are important and what Killing-form and Dynkin diagrams have to do with it. In this context, representations are directly addressed and the case ##\mathfrak{sl}(2) \cong \mathfrak{su}(2)## can normally be found in every textbook about Lie algebras as the easiest example which representations can be fully developed in a few pages.
If we look at the number of pages my book on Lie groups has (
430, [1]) and the one on Lie algebras (
170, [2]), we'll get an impression of the differences between the two. Of course there are "thicker" books on Lie algebras (
https://www.amazon.com/dp/0824767446/?tag=pfamazon01-20), so it still depends on what you want to learn on your way: differential geometry or algebra. I'm afraid the physical approach is the longer road.