My first toy was a very basic vibrator: smooth plastic, completely straight (so no G-spotting), about five inches long and an inch in diameter. It had multiple speed settings and a dial base. It didn't get a ton of use, since a couple of months later I got a waterproof vibe, but it was still really nice. I still have it, even though it barely works.

Vibes like that are great because you can get an idea of what you do and don't like, and then go from there. Plus they tend to be nice and cheap. If you want to try a non-vibrating toy, I'd personally go with the Silk Small. It was my first non-vibrating toy and I still love it, even though I've moved on to slightly larger dildos for the most part. If nothing else, I'd say start with less expensive stuff until you get an idea of what you like. When a toy catches your eye, read the reviews to get more in-depth information. I'd also recommend checking out this page and this one to get yourself schooled in material safety.

Hope your search is successful! (Also, I checked your profile, and we have the same first name. *high five*)

My first toy was the Lelo Elise. It may be a little out of your price range, but I never regretted buying it.

Ha! Mine was similar to froggiemoma's... it was the finger fun. Small and discrete and has gotten the job done well for years.