The standard answer here (aside from the very correct answer Maria2000 already gave) is "Ruger 10/22". The small caliber is easy to shoot, and the rounds are fairly cheap. Being a rifle, it's more difficult to accidentally point it at yourself. It's been around for a long time, so finding parts/accessories is easy. It's mostly practical for just learning how to shoot.
After that, the "good first gun" will depend on what you want the gun for, and personal fit.
