It's an often asked question and a daunting prospect. If you want to begin learning to play, you need to buy an instrument!
So I'll offer my thoughts on the subject here, as a referral point, instead of typing the same thing each time the question is asked.
There are three types of guitar that you would be selecting from for your first instrument,
CLASSICAL,
STEEL STRINGED ACOUSTIC and
SOLID BODY ELECTRIC.
For your first guitar, I recommend a steel stringed acoustic. You will need to develop strength in all the right places in order to play well on this instrument, and your technique will improve also, as you'll be able to hear as soon as your technique is not up to scratch.
As for brands and pricing, I'll leave this up to you. Go into music stores and try as many instruments as you can. Have a guitarist accompany you and get their opinion. I don't know how much you want to spend, but try to allow a fair bit for this!
Classical:
Here we have a wide necked, nylon string guitar, suitable for flamenco/classical styles and strumming out a few chords around the camp fire. You can pick one up a decent one for around $AU150.00 and the price will go as high as you like.

Because of the nylon strings, fretting notes and chords requires less strength than a steel stringed acoustic, but the neck is wider, so you may face other challenges.
The sound from a classical guitar is much quieter than that of it's steel stringed brethren. Bear in mind, this guitar is designed mainly with classical and flamenco guitar styles in mind! The only famous guitarist I've heard using one outside these genres was Willie Nelson, and that might be a good example of where you can take it.
NOTE: You cannot place steel strings on a classical guitar! Steel string acoustic and electric guitars have a steel 'truss rod' running the length of the neck that counteracts the pull of the strings. Normally, the strings try to bend the neck to form V shape with the body. The truss rod balances this pull and can even be adjusted to suite the angle you like. Classical guitars have no truss rod, and steel strings will cause the neck to bend unabated, causing severe damage.
Steel String Acoustic:My recommendation for a first guitar to learn on. You'll find it a struggle to fret notes and chords at first, but over time, you won't even think about it. If you aren't playing a note or chord cleanly, you'll notice it immediately, and be able to remedy your fingering. With an electric guitar, small errors can remain hidden because the amplifier is helping produce the sound. Add distortion to this and you can get away with very sloppy playing without noticing it.
You can pick this one up and start play it at the drop of a hat, nothing to plug in or set up. I find it's always nice to have a steel string lying around, I play it almost everyday.
Solid Body Electric:The guitar most people envision as what they want to be playing I guess, and with good reason! Don't be lured too soon though, as this instrument can trap you into bad habits and lazy ways if you're not careful. You see, playing an electric guitar is almost effortless to an experienced player, and to the beginner, it's also the easiest instrument to get a good sound from. But be careful, this good sound is more the result of the amplifier and any distortion you have on, as opposed to good playing. This is why I recommend a steel stringed acoustic to begin learning with.
Variations of Solid Body Electrics:
Les Paul:A heavy, thick sounding guitar, you get minimal attack, but maximum sustain and overdrive. I find this type of guitar to be the most limiting in terms of versatility, but for it's sound, no other guitar will be suitable.
There are many guitars that fall into this category but they may not look like a Les Paul. Any guitar made from heavy timber with two humbucking pickups will sound pretty similar to a Les Paul.
Below is a Les Paul:
The LP can get uncomfortable to play if you're sitting down for a while, and when standing, the weight will make the strap dig in too.
Stratocaster:
My recommendation for versatility. A 'Strat' type guitar has a fairly light weight body and is nicely contoured for comfort. You can get many great rock sounds from this guitar, and they also shine for blues.
Once again, there are many Strat clones out there, but the key to the sound is at least one single coil pickup at the bridge position.
Below is a Strat type guitar with three single coil pickups:

You'll find that most solid body guitars available are modeled after these two originals.
Don't go by this guide to select your first guitar! Take the advice I offered earlier and go and see and play some in real life. All I'm doing here is highlighting some key points of the variations available.
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