Chicken is a good choice for a first cook. As manfromplaid stated go light on the smoke time. For chicken I like to use apple, maple or pecan, applying about 1:40 to 2:00 hours of smoke. You may want to finish them on the grill or under an oven broiler to crisp up the skin.
Other good choices for a first cook are a small pork loin, or pork tenderloins. Which I like to use pecan. A small beef roast would also be good for a first smoke. For beef I like oak.