Initially...

[aquablue]

What are the very first, proper steps into the world of cigars? I have never smoked but I want to learn via quality cigars. Thank you for your input.

[ashauler]

Welcome to the board. Seeking out others who smoke cigars, and a reputable local shop is a good first step. If you have never smoked anything at all......you will certainly need to start with something very, very mild.
Some suggestions:
CAO Gold
Fonseca
Carlos Torano Casa Torano
Gran Habano #1

Find a local shop, talk to the tobacconist and explain to him/her your situation and I'm sure you'll be guided in the right direction. You'll get a bunch more suggestions from others here as well.

I would also suggest posting a short introduction telling us a little about yourself.