First decision you need to make is whether to enter an established regional zone which already has other players (assuming you can find a slot), or start your own region.
If you prefer to play alone then definately starting your own region is the choice for you. You can always occupy some or all of the other cities within that region so you are not restricted to just one city within a region.
Okay, with your first decision made, let's find the right city slot for you. Consider things like entry point of the highway, situation of the train line and whether or not you want to be adjacent to water. My personal prefence for a first city is a flat block with a straight small entry point to the regional highway and a train line running the one side of the zone which will accomodate trade freight trades and passenger trains at a later date.