The following advice is if you're looking to drink bourbon neat or on the rocks:
If I were you, I'd cut my teeth on one or more of these:
Makers 46 (90 proof)
Elijah Craig Small Batch (94 proof)
Old Forester 1870 or Statesman (90 & 95 proof)
Makers Mark 101 (relatively new offering)
Wild Turkey 101
If it's in the budget, my first purchase would be these three: Makers 101, one of those Old Foresters, and Wild Turkey 101.
Tasting those side by side you can see a wheated bourbon vs. a Brown-Forman offering vs. WT profile.
Depending on which you like more, you can branch out from there.