When you go from rubber dome to mechanical keyboard, this change the way you consider the feel of a keyboard.
First, give you some time getting used to it (10 min at least, prob a day or 2). Second, whatever keyboard you choose, then you realize how bad rubber dome keyboards feels when you really focus on the feel/feedback of the keyboard you just got.
The real problem is deciding what you will prefer without trying them. I had this problem since even at my local bestbuy I could not try a mech keyboard. I ended getting a Filco with mx brown and was very satisfied with it. 1 year later, I tried an IBM model F and fell in love with the model F, but I still consider my Filco with MX brown to be a very good keyboard, I just happen to prefer the model F. And I have not tried other cherry switches or Topre yet.
As for a first keyboard, my best recommendation is to get a decent quality keyboard with cherry MX. They are usually the easiest to find and won't kill your budget. Then you will be able to fully realize how different a mechanical keyboard feels, get used to it and decide if you went for the right type of switch.
As for the type of cherry switch, try to imagine yourself typing and decide if you want it to be tactile (you feel a small bump when you type to know you really actuated a key), clicky (you ear a click with you actuate a key) or linear (no bump no click). Then decide if you want them soft or stiff.
Here's your options:
Linear: Red (soft), Black (stronger)
Tactile: Brown (soft), Clear (stronger)
Clicky: Blue (soft), Green/white (stronger, green and white are similar in feel/force but there's a small difference but since I never tried them I can't tell you)
So in the end, choosing a favorite switch is a very PERSONAL choice and you often need to try different switches to determine your favorite and you can like more than one too. My suggestion is to get a keyboard with the one you think you will prefer and the chances are high that you will at least like this keyboard much more than anything you tried before.
The only other thing to consider is the layout. If you don't really use the numpad, try to get a TKL keyboard (standard layout with no numpad). It's much nicer to use one with a mouse. If you use your numbers a lot, then you can stick with a fullsize layout.