Welcome to the world of pipe smoking. Cops are always a good choice for a first time pipe smoker. They're hearty little beasts that are hard to ruin, but if you do then you're out less than $20USD. Same thing if you find you don't like it.
I recommend starting with an old school OTC like Granger, Carter Hall, Sir Walter Raleigh, or Sir Walter Raleigh Aromatic. These are classic blends, they've been around since Moby Dick was a guppy, and they're relatively inexpensive. They're also user friendly, so they're great tobaccos to learn on. Finally, they have pleasant (or at least non-offensive) room notes so you won't evoke the wrath of those around you.
After that, learn your tobaccos. I suggest starting with basic Virginia-Burley blends and expand. As far as particular blending houses, I recommend moving on to either Dunhill or Mac B. I think that they are solid blends, and personify the best of traditional pipe tobacco blending. Dunhill is for class, and Mac B is for pure enjoyment. Dunhill blends really do exemplify the motto that "Less is More" because none of their blends are particularly exotic - just solid and tastefully done blends. MacB blends, well, they can bite if you're not careful. The trick to avoiding the "MacBite" is to pack them a bit on the loose side, and then sip on them quite slowly. Your payoff will be learning good pipe smoking cadence and enjoying some really savory smoking experiences.