I would not start with something cheap! (No offence Mustard Man!)
I did so and was pretty disappointed thinking scotch is not for me.
Until I tried a Talisker 10 (not that this is really expensive), which I would absolutely recommend. It´s complex with tastes of wood, a little fruit, just a tiny bit of smoke. I think it´s kind of "all around".
Another very good starter whisky as well is Scapa(14,16)/Highland Park as drcfreak already said, I second that.
If you want to spend a bit more: Laphroaig 15 is fantastic and rich with flavour, and so are some of the older Glenrothes, a 1983 is one of the best whisky´s I´ve ever tried.
If you want something strong and peaty/smokey which tastes like a campfire (obviously made by chopping wood with Busse knives of all kinds

) you could try the above mentioned Lagavulin or an Ardbeg 10. But I agree that those are at least not the "common" beginners scotches. But what is "common" in Busse Land anyways?!
Best regards,
lightleak