Hi. Orthologous genes would likely provide the most meaningful information pertaining to function. Orthologous genes are those that arise by speciation events, so if a gene of interest is characterized in a related organism, it could help you identify the function in your organism. Paralogous genes may be interesting, however these occur due to a gene duplication event within the organism and differences in selective pressures over the course of evolution could cause these paralogous genes to evolve different functions. Furthermore, identifying co-expressed genes with your gene of interest can be useful in identifying which cellular pathways are enriched allowing you to pinpoint other genes of interest.
I would also encourage the use of PFAM, I-TASSER, and KEGG searches as these will all help you identify the possible function of your gene too. These rely on using the amino acid sequence to find amino acid sequences within your protein that are conserved.
If you have more questions or would like to schedule a tutoring session, feel free to reach out!