Go to a shop, see things in the flesh, then come back here and buy them on line, it's much cheaper, especially with the discount codes!! Try a few basic flavours out and do the same. That should start you off.
Some people like to stick to tobacco flavours to start with, some go straight to non tobacco. What flavours do you like, that's often a good indicator of what you might like but bear in mind your sense of taste will improve when you give up!
Start simple and then the worlds your oyster!
Oh and although you think larger devices look odd now, in the long term, you get used to it and appreciate the batteries lasting all day or longer!!