I too got overwhelmed early on. I was just buying tins like a mad man, popping em and trying em all.
Eventually I landed on a handful i really liked. I then read all i could find about those blends - what were all the components, any topping or casing, were the components special in any way? I then sought out blends with the same, or similar, components and toppings. Once you know what you like and don't like, it's alot easier to pick new blends to try. Id start with - do you prefer English, aro, or virginia blends? Whichever you like, what is it you like about em? Maybe the Orientals in an English blend, maybe a sweet topping on a virginia flake, etc. Then dive into that style of blend and read about the blends as you smoke them to learn what your tasting. It helps to taste individual components too. Make some perique, smoke some Red VA, dark fired, etc.
Best of luck man. Some great threads on this topic and great advice here for it.