Weak vs. Strong

I have noticed in my 1st few games here, that probably 25% of the time, one other player seems to target my stongest country on their very 1st move taking out 5 or 6 of my men right off the bat. My tactic has always been the opposite - to attack weaker countries in the beginning stages.
Am I missing something? Should I be attacking more fortified countries in an attempt to weaken a selected opponent?
Am I missing something? Should I be attacking more fortified countries in an attempt to weaken a selected opponent?