The first thing I recommend to new air-gunners is that they watch videos on your gun by reviewers and see what they have success with. That being said, I have several air guns and have found a trend in the pellets they shoot well. With the various guns and a large mix of ammo, the most common pellets I have good results from are either JSB (#1) or H&N (#2). Your own gun could be finicky about its loads, as my Benjamin Trail is, or could be happy to shoot nearly anything you feed it, as my Hatsan Galatian does.
But, there's a reason that most testers start with a standard JSB pellet in their chosen caliber!