A horse that is too small will make you feel out of balance, and a horse that is too big may cause you to feel insecure. See the area on basic sound conformation. It is good for all horses to fit into this category, as it will be the basis of soundness for years to come. How pretty or 'typy' the horse is important if you are going to compete. This takes time to learn, so your instructor may need to help you evaluate conformation related to soundness and what you want to do.
Geldings are the most dependable, but some mares are fine as well.
The advantage of a mare is the fact that if she is of good conformation and becomes unsound, she can be bred. Stallions should be avoided for all first time horse owners. There are many breeds and types of horses. Click on Breeds to read about the different breeds and their uses. A pure bred horse is often more expensive and not necessarily the best first horse.