since it's your first one i would just get something glass and cheap. A bubbler would be awesome but those can get a little more expensive. Get somehting with thick glass and just check out stuff like if the thickness is even throughout the piece, how big the actual bowl where you put the weed in is, and how big the other holes are. I wouldnt pay more than 50 bucks for now.
When you're actually smoking it, break up whatever amount of weed you want to smoke that can fit, put larger pieces in first so that the small ones wont fall in the hole and eventually get sucked into your mouth. Continue to place the pieces of broken up weed on top of eachother until the bowl is nearly full. At this point, i usually lick my finger a little then press it onto the bowl to get a better back and to keep stuff from falling out. When it is finally time to smoke, you put the hole not near the weed in your mouth, cover up the carb (hole on the side by the weed if you have one) and inhale the smoke while the bowl is lit. when you're done, uncover the carb, inhaling the rest of the smoke... and cover the top of the burning weed with your hand or a lighter to keep it from burning and wasting away. Repeat those last few steps until all the weed seems to be gone, then follow with an ipod and a nice snack. hahah