WOHOO.. I love the parrots. We have 3 right now. A Macaw and 2 Senegals. I also have had conures, cockatiels , and parakeets.
For a FIRST bird(if I wanted a parrot) I would probably pick a Senegal or Hahns Macaw(it's very small).
Parakeets and cockatiels tend to beVERY nippy and for such little birds can do lots of hand damage.
Conures are very colorful and pretty but are KNOWN to be one of the NOISIEST birds. VERY much overwhelming with alot of NOISE and screeching.
Macaws such as Blue and Golds can be really sweet but not for a beginner. They can take a finger off if they have a mind too and while super sweet on some days can easily have a bad day and rip you apart. This would be a GREAT bird to work yourself up too. They also are VERY sloppy and need lots of room. Oh yeah.. when they scream they will scare the pants of you if you are taken by surprise.
African greys are pretty sweet if you get a new baby and learn to be in charge. ...but I also would say this is a bird you work up to just like the larger Macaws.
Senegals are great birds for a beginner who wants that splash of color and yet don't want there finger bit clean off if the bird is mad. Contrary to the other poster... I find them very quiet for a parrot. Raised from babies they seem to to be a great bird for all ages
I also wanted to say a just weaned bird would probably work out WAY better for a beginner
Also don't be taken in by a DEAL. With birds.. you usually get what you pay for.