Hell, I just boat my second boat (Catalina 310
) knowing it wouldn't be my last boat. Unless you have an unlimited budget, you will most likely always want something bigger or different.
My recommendation would be to start with something small, in the 22-25 size. (My first boat was a C&C 24) Some of the key things to think about is where you will be sailing and how you will be sailing.
If your area has a lot of shallow areas, you might want to consider something with a swing keel. Then you can simply lift the keel when (not if but when) you run aground.
Another thing is who will be sailing with you. If you have a wife or girlfriend (or both
) that will be sailing with you, consider getting something with an actual head, not a porta potty. You will be more likely to get them on the boat more often.
Also, most of us do the majority of maintenance required to our own boats. It is better to practice that on the cheaper boat before getting something nice.
If you gave us an idea of budget, we could suggest some boats to look at.
To me, the most important thing is to actually do it. Don't sit around waiting for that perfect boat for your first boat. Get out there and start sailing.