One good thing to do is buy a .22lr first, then invite other people with guns to go shooting with you. Most people are more than willing to let you shoot their guns for a while. Having complete strangers let you shoot their guns is not uncommon either. This will give you a feel for different calibers, lengths, and actions. Its all about personal preference, everyone has their own opinion, shooting guns for yourself is the only way to form your own. I personally only buy used guns, simply because i'm poor. If you get a good deal on a gun and find out you don't like it you can often sell it for the same price you bought it for.
Just be careful about liking too many guns otherwise you will end up with a full gun cabinet and empty bank account... speaking from experiance