there are many things to consider when buying your first gag. what kind of health are you in--do you have asthma or any other breathing problems, do you have bad allergies? what are you wanting to get out of a gag--the look, the humiliation, the drooling, the muffling? there are many kinds of gags, so do elaborate a bit first. i'm quite the gag enthusiast so i'd be able to give you better advice this way. - g less

My first one was an O-ring gag. I could breathe easily and it settled in behind my teeth and was really comfortable.
But it all depends on the person and what you're willing to let your partner see. A ball gag will generally generate more saliva and you will probably drool while the o-ring gag I find leaves your mouth dry.
Bolts of cloth also work if you're looking for a more "helpless" look in my opinion but it all depends on your level of comfort. less

ball gags do not usually cause a great deal of drool unless you are doing something that would cause drool to build up and spill. for example, if you are being fucked doggy or being put in any position to have your head hanging downwards, expect drool on your sheets. "breathable" ball gags will cause more drooling than solid so avoid those for now. they are good if you have allergies though so that's why i asked.

for me, O-rings have typically caused more drooling than ball gags. i would go for a ball gag before an O-ring. but that might just be me.

if you are just recently delving into the world of BDSM i would suggest using bondage tape (such as the kind on the fetish fantasy line, which you can find on EF) to create a simple over-the-mouth tape gag to see how you like it. you can stuff your mouth before taping and have everything muffled quite well.

i would go with this first since you mention gagging being an added dynamic in a scene. this is a less intimidating way to introduce gagging IMO especially if you are already being bound in some way. if not this, or after this, i would choose a silicone ball gag. less