Who attacks first?

Recently i have been playing many different types of AtWar games and i cannot understand for the life of me, the mechanic for who attacks first and who defends, iv'e asked around and some people say if you play blitz you attack first but i know that isn't the case because i used DS against Blitz and i was always attacking first!
Any insight into this would be great, thanks.

Playing blitz, it's not a good idea to be fighting an important battle on multiple fronts, because of the way the turns work^, you don't want your units tb killed because you moved 2nd action not 1st.