The best advice we can give would be to use a lower wattage and higher ohm setup with a juice with a high VG content.
The juices with high PG content will burn your throat and lungs. So I'd say stick to a vg/pg ratio of 80vg/20pg or higher.
As far as devices go, there are thousands of choices out there. Some are complete crap, some can be dangerous if used improperly. Most of them are decent and perfectly safe.
As a new vaper, I'd steer clear of mechanical mods. Just because of you're not experienced and have a solid grasp of Ohms Law, they are dangerous.
Non mechanical (regulated) mods are the way to go.
Higher ohm coils are generally run at lower wattage and produce thinner and colder vapor clouds. While lower ohm coils run at higher wattage and produce much thicker and hotter clouds.
I usually recommend that new vapers use the higher ohm/lower wattage in the beginning because the thicker clouds are more likely to make you cough and turn you off of vaping.
Also, don't waste your time and money on cheap pens and cig-a-likes. They are usually crappy quality and don't produce much flavor or vapor. Also, they'll die on you pretty quickly.