the train option will be easier logistically as you won’t have to get a train from Eastbourne to Brighton.
getting the train to Falmer and picking up the SDW from there cuts out a fair chunk of the Brighton-Eastbourne section of the SDW, if you were to start your ride from the Dyke which would be the natural jump point from Brighton, making the ride about ten less miles. this may be desirable to you however.
Patcham would be easier, but that’s a drag up to the SDW as well, but everywhere’s a drag up to the SDW as it runs along the top of a ridge of hills, mostly.
the ride up from Brighton to the SDW at Devil’s Dyke is a long drag, but there’s a bike lane (off sorts) all the way up Dyke Road and once you’ve breached the by-pass there’s a off-road gravel path all the way there.
if coming from London you could get off at Preston Park, one station before Brighton, and head up to Dyke Road from there, that would save you the mess of getting out of Brighton town centre.
an alternative would be to get the train to Shoreham-by-Sea, take the traffic-free and flat Downslink path north and the pick up the SDW where it crosses the Adur, there’s the long drag up Truleigh Hill as a nice warm up then.
it adds 4 miles and 4 hills to the route compared to starting the SDW at the Dyke though, this may be desirable to you however.