Myth: The party who files first has the advantage.
Generally, the law grants no advantage to the party who files first. The first person to file is called the petitioner. The person against whom the case is filed is called the respondent. There is no legal advantage to being the petitioner, nor is there an advantage to being the respondent. In Illinois, both parties have equal rights and responsibilities. The judge does not view the petitioner as the good guy, and the respondent as the bad guy.
The only advantage that might be gaining by filing first occurs if both parties file petitions to end their marriage and the filings are in different states or counties. Often, but not always, the case is heard in the jurisdiction where the first petition was filed.