I´m starting with
Futures Trading, just training with some videos, tutorials, articles... It seems to be interesting and could lead big profits.

What exchange would you recommend to start?
I heard about Bitmex, BBOD and CryptoFacilities, but not sure what are the differences between them.
Any help would be useful.
Thanks!I'd say Bitmex is currently the #1 for Bitcoin futures trading. It has the best trading engine, low fees, and huge volume. The only downside (for some people) is that it doesn't accept fiat deposit, all trades are settled in BTC, which doesn't matter at all for me personally. It also offers the highest leverage: 100x for all BTC/USD pair. You should never use it though, the 100x leverage makes it more like gambling than trading.
I personally never heard BBOD and Cryptofacilities. So, better to stay away from them for now. Just stick to popular and trusted exchange like Bitmex, Bitfinex, OKcoin, etc.