First and foremost, I always recommend getting the battle / subject / theme that you are most interested in. It seems easier to learn and play when you are excited about that subject.
Another consideration is size. How big is the map? How big is the battle? Are there lots of blocks on both sides or are the armies smaller? Bigger maps and more pieces mean you need a bigger table. They also take a little longer to play. They also cost more dollars.
If you are new, it can be easier to start with a smaller battle. Brandywine is great for this. It is also a good introduction to Wargaming for new players. Waterloo could feel a little overwhelming for your first game. Gettysburg has a nice mix. It starts off as a small, little scrap. By the end of the first day, it has grown into a full on titanic struggle! So in one game, you can get a feel for both.
How many players do you expect to have? You can cram 4-6 players around a small map but I find that more comfortable with a big map.
These are all good things to keep in mind but the subject that motivates you trumps them all. If it’s not a battle or historical period that you’re excited about, then it is harder to get into the game and want to play.