If you've never taken a drug, you really are not qualified to say anything about how bad it is, becasue there is a lot of propaganda out there and not all of it is true.
Having said that, I can definately recommend you
avoid the following drugs :
cocaine and crack-cocaine (freebase)
heroin
crystal meth
angel dust (PCP)
and any opiate related pill such as hydrocodone (vicodin), codeine, oxycodone, percocet.
Also avoid barbituates like valium and any other weird pills.
DXM (in cough syrup)
Now on to the drugs I recommend experimenting with :
Marijuana (don't smoke it every day or habitually. The first time you may not get high, you probably smoked it wrong. try a few times and you'll get it)
Alcohol (this is a very dangerous drug, only use in moderation and not more than 2 to 3 times a week, lest you become physically dependant and start a tolerance to it.)
Mushrooms (take only in a controlled setting. Do not take more than 1/8 of an ounce of mushrooms at once. Do not mix with other drugs or alcohol. Be prepared to feel ill. Remember that it will end and you only took a drug that will wear off and you will not die.)
LSD(this is highly preferable to mushrooms as it is a lot nicer of an effect, mushrooms are unpredicable and LSD is

easier to take a measured dose. Do not take more than one dose (hit) your first time (25 to 50 micrograms). Take only in a controlled setting. Do not mix with other drugs or alcohol. Remember that it will end and you will not die. Make sure you allot 12 to 15 hours for the experience.)
Ecstasy(MDMA) (it's very hard to find pure MDMA. Most "e" or "x" pills contain adulterants, caffeine, DXM (cough syrup active ingredient),Amphetamines, or other MDMA precursors (weak forms of MDMA) mixed in with the adulterants. If you take MDMA, make sure you drink plenty of water throughout the experience and take breaks from strenous activity, such as dancing, often. You will feel like you love everyone. This is not a real feeling but a drug symptom, so watch out !)
I think that about covers it for the common drugs. I have taken all of these before, even the bad ones, so I know what is okay and what should be avoided at all costs (there is no good that can come of the drugs on the bad list)