I started about a year ago and agonized about what to make first.
The ONLY IMPORTANT THING about your first homebrew is that it should be a style that you like. Nothing else matters.
Like IPA? brew an IPA. Like stout? brew a stout.
It's nice to go with something that will be ready quick, everyone is impatient with their first batch, so don't do a lager unless that what you really like. Wheat beers tend to be done quick, so if you like those, that's great.
It's also nice if the people you'll be sharing it with like the style, but they aren't making it, are they?
Within the style, don't get too crazy, you're more likely to get frustrated if you get too ambitious, so don't try to clone a big crazy commercial craft beer. Just pick the style, pick up an ingredient kit and go for it!
It won't come out perfect, but I'll bet you love it no matter what. My first batch had some off flavors to it, but as far as i was concerned, it was fantastic.