Well firstly Jizy, Congratulations mate!

Welcome to the club!!
I'd leave the Beemer's alone for now if i were you as they're in a really high insurance group. Personally i'd go for an old, small, nippy car like for instance:
Renault Clio
Fiat Punto
Citroen AX
Peugeot 106/205
something small and with an engine size between 1.0i and 1.2i, that should keep you in the cheap side of things for now.
Peronally i had a Citroen AX as my first car and had no problems with it at all. Also if you wanted to upgrade it at anytime, when you get some experience and cash behind you, you can put in an AX GT engine which are 1.4i or any Saxo engine as it's exactly the same shell.
Hope this helps mate,
Pete
