Which material should I pick for a first cage?

Start with a lightweight one, silicone or a good plastic. Forgiving to learn on, cheap enough that a wrong size is not a disaster, and comfortable for longer wear. Metal is lovely but heavier and less forgiving on fit, so most people move to it once they know their measurements, not before.

For wearing out and about, lighter and non metal is your friend, both for comfort and for not setting off a very awkward moment at airport security. I learned on plastic, moved to metal much later, and would do it in that same order again.