Lenti

A couple of nights in Vienna/Bratislava, then off for a few nights in magic Budapest. Then a bus direct down to Lenti, Hungary. Staying in the the super Hotel Denis, right next to the thermal baths; perfect for an evening dip, dinner, then sleep and then walking the next morning?

Yes! Correct. And if you think that is a good start; your first day walking will be: Breakfast in Hungary, lunch in Slovenia and dinner in Croatia.
 
All in all, a cool way to beginning to your trans-national adventure!