I would recommend a dual density silicone, from Tantus or VixSkin, but that's a lot of money to spend as a first dildo, if you aren't sure of the length and girth and texture you want. So probably start with a standard silicone dildo, and then you can always expand your collection later. You can go cheaper by doing rubber or jelly, but then you run the risk of getting something that smells bad.

How much are you looking to spend? Do you have a colour / style preference? Want a G-spot curve and texture, or something smooth? Do you have any experience at all using dildos or other insertables? less