The henry big boy in 44 mag was my first rifle to. As well as my first lever action.
Gun is pleasant to shoot, very pretty and yes it is heavy. But heavy gun makes for nice shooting. I liked that Henry so much I bought various winchesters and marlins to add to the lever gun collection.
And best of the breed I think for a first rifle is a marlin 1894 in 357 magnum, if you get the cowboy version (like I did) you get a superior tapered octagon barrel that handled 10 times better then the Henry's crowbar clunker of a barrel.
Or get the plain marlin 1894 and save some dough eather way its the best choice by far.
44 mag and 30-30 are expensive to feed compared to 357 mag or 3 8special. I do beleive I shot my way through enough factory loads to buy another Henry before I smartened up and bought a 22 rimfire to plink with.