This is the most common question I'm asked. By far.
This is what you want in your first setup:
Value - You'll eventually learn what you really want so don't blow a bunch of money on an airbrush that you don't need.
Flexibility - You want an airbrush and setup that does alot, fine and medium patterns. You also want an airbrush you can grow into as you get better, before your ready to buy a pro level tool.
Easy to use - You want to get an airbrush that is simple to setup and use. Getting frustrated when your just starting out is no way to excited about a new hobby.