Go ahead and try the glass! You'll probably end up loving it!
For a beginner, I would recommend you go with something about 1/4" smaller in diameter than you'd normally use, and having little to no texture.
Something like
Midnight Twist would be good (they've changed the design so it is now virtually completely smooth), or
the Bent Graduate, or even
the Gold Laced G. Those are all fairly easy on the wallet too.
You can also do a
search for glass dildos, and then plug in all your requirements along the side.