I'm sure that for many of you, your first roller derby wheels will be "the ones that came with your skates", but if you're creating a custom skate package or replacing the terrible wheels that come on the Riedell R3, then here is my advice on what to get for your first set of roller derby wheels.
You can use this link to the Wheel-a-ma-jig with the controls pre-set to select wheels that are appropriate for new skaters. Set the "Hardness" sliders based on advice from someone around your size who skates on the same surface.
Roller Derby wheels come in a range of widths between about 30 and 44 milimeters, but I recommend that new skaters start with wheels in a fairly narrow range in the middle, about 36-39mm or so. In my experience, this is the sweet spot — wide enough to provide a stable platform, but not so wide as to weigh you down or cause you to lock wheels with other skaters in the pack. Starting in the middle also will give you a good frame of reference if you try out wider or narrower wheels in the future.
I recommend that your first set of roller derby wheels be 62mm in height, primarily because this is the "standard" height for derby wheels. Since you can't mix wheels of different heights, following the crowd in this case gives you a bigger selection of wheels to mix-and-match with or borrow from friends. 62mm wheels will also roll a little better, which should help out learning basic skating skills. You should try 59mm wheels eventually, and if you're like most skaters I know you'll either love them or hate them as soon as you do.
The choice of nylon or aluminum hubs is a little less important for new skaters, as there's really no reason you can't learn to skate on either. All things being equal though, I'd recommend you start on wheels with nylon hubs because they are cheaper and because it's easier to remove or replace the bearings with a less expensive tool. Getting the bearings in and out of aluminum hubs without a full bearing press is kind of a pain in the ass.
The most important factor in choosing the right hardness is matching it to the skating surface the wheels are used on, so unfortunately I can't provide general advice. Your best bet is to seek the advice of a skater about your same weight (heavier skaters will need harder wheels) who has experience with the surface(s) you'll be skating on. If you're absolutely forced to choose wheels before you know what surface you'll be skating on, I'd aim on the soft side, about an 88a. But seriously, find out everything you can about the surface you'll be skating on.
Plug those criteria into the Wheel-a-ma-jig, and you end up with some pretty good options. Out of that list, I can particularly recommend the Atom Omega, Radar Tile Biter, and Reckless Ikon, each of which I've either skated on myself or comes positively recommended by my teammates.