I'll second the safety class; best to get familiar with firearms before getting really hands-on with them.
After that, I'd say think about what you want to do with it. Self-defense? Recreational shooting? A combination? Then ask around, and make your decision.
Hard to go wrong with a .22 rifle to start with, though. You can always use one. My first was a Ruger 10/22, and I still have it.