It kinda depends on your skin type. Dry vs. Oily, what feels comfortable, range of shades.
If you've never used a foundation, maybe you could start with a Tinted Moisturizer, which is halfway between a Moisturizer and a Foundation.
Clinique's brand new Moisture Sheer tinted moisturizers are just great. There are four shades, and it has an SPF of 15.