At some point you’re likely to want to pick up a second razor, either for a perceived need (like traveling), for giving yourself an even better shave, or simply for the pure joy of it. While recommending a second razor is even harder than recommending the first, here goes:
A slant bar is a good second razor if your goal is to improve your shave or experiment. The Merkur  39C  was my second razor, and one I can heartily recommend. The Merkur 37C has the same head, but with a short handle for those who prefer that.
A travel razor like the Merkur  985CL or 933CL is always a good option if you need or want a highly portable piece of kit. They break down into a tiny pouch about 4cm square, and are just as good as a normal razor when assembled. They are however quite lightweight wth short handles, so they do require a slight adjustment in technique. As an aside; if you want something even lighter – ie; you’re traveling somewhere where a few grams of weight is make-or-break – you can leave one section of the handle at home. Mind you, I have not tried to shave with a razor that has a one inch handle…
Other than that, experiment. If your first razor was a cheap one, you might want to treat yourself to a more expensive piece of modern craftsmanship. If your first razor was a closed comb, try an open comb as the second – or vice versa. Try an adjustable razor, or get a true cheapo from a no-brand manufacturer and try that. Hit the flea markets and eBay and try out some real vintage razors. Not even your imagination is the limit when it comes to options.

A good lather is alpha and omega when it comes to a really enjoyable shave. My first recommendation would be to throw out the cans of pressurised foam… go ahead, the rest of this post will wait for you.

Done? Good.

When it comes to lathering, some people prefer hard soaps, some prefer soft creams or and some like plain sticks. In all cases the goal is to turn in into lather, and in my experience all three does that just as well once you know how. Soaps and creams can be built into lather in a scuttle, a bowl or directly on the face, while sticks should be used to build lather on the face only, even if there is nothing stopping you from building lather from a stick in a bowl. Some people even will grate or squeeze a stick into a container to use as a regular soap, something which should tell you there really is no big difference between the two.
The difference between the three isn’t all that great. Shaving soap is usually hard, like a bar soap, and often comes (or is placed) in a bowl or tub. Shaving cream at its most basic is just a shaving soap that is soft, and will usually come in a tub or tube. And a shaving stick is simply a piece of shaving soap that is shaped so you can rub it directly onto your stubbles. A stick can be packaged in a hard plastic tube or simply wrapped in foil paper.
In the end it comes down to personal preferences; I started out with shaving cream in a tube, but now uses all three kinds with more or less equal frequency.

My first DE razor – bought as part of a “beginners kit” –  was a Parker R22, a fairly aggressive razor but controllable enough to be a good introduction to old fashioned wetshaving. There is a lot of talk online about Parker having QA issues, so while my Parker is near perfect this isn’t necessarily true for all Parkers out there. It’s also a Twist To Open – also known as a butterfly – which makes it easier to change blades, but harder to keep clean.
The Feather Popular has gotten consistently good reviews and is considered a mild razor. It is also quite cheap, so if you’re not sure if wetshaving is for you this could be a good choice for a first DE razor. Like my Parker 22R it’s a Twist To Open.
The Wilkinson Sword Classic has many of the same qualities as the Feather Popular and can be easier to get hold of in some parts of the world. If online reviews are to be trusted, it is somewhat more aggressive but still plenty mild enough for a beginner.
Checking your fathers or grandfathers shaving kit might yield treasures – many people out there uses razors older than themselves every day… a decent DE razors simply wont wear out. Just be sure to clean it well and properly before using – I would suggest disassembling any finds, clean them with alcohol and a toothbrush before giving it a dip in an ultrasonic bath.
There are plenty of razors out there that will be a perfect first razor, catering to any wallet. I would however suggest staying with known brands for the first razor – if nothing else than for peace of mind and the relative ease it’ll be to find reviews online.
A word of caution: Do NOT get a slant-bar as your first razor. They are quite aggressive, and require a fair bit of skill to use properly.