According to Wikipedia, it is a lager.. http://en.wikipedia.org/wiki/Killian's
It should be an ale
A lot of people start with a brown ale or even an American Wheat beer because they are considered "easy".
I personally did a "bitter" as my first beer, an English brown ale (John Bull extract I think..) as it was what came with the kit from my LHBS.
The kit you mention requires that you steep the grains in water prior to adding the malt extract. Stuff that some would considered a bit technical for a "first timer". But you can make your first beer whatever you want really.
Just enjoy and have fun!