I'm a relative newbie myself, so a few quick pieces of advice:
1. Ask the shopkeep. For my first "batch" of cigars, I went to my local shop and asked the girl there for some advice. She picked out something like 7 sticks around $5. Since she knew every cigar in the place, she was able to give me a broad spectrum of flavors...
2. Keep a diary. I'm very bad at this, but when I take the time to review it, I can see what I've forgotten I smoked.
3. If you're new, don't be too harsh on a cigar. I smoked a few early on that were probably WAY too powerful for me. Make a note about it in your diary and try another stick later.
4. Enjoy!
-----late addition
5. Keep a list. I don't really do this at all, but try to keep a list of cigars you'd like to try. If you read publications and forum posts and stuff, you're going to find out about specific smokes you might be interested in. Jot them down for next time you're in the smoke shop (or, like me, you'll forget half the stuff you wanted to try)
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