I agree with the above posts. The key to first-time ski-ing is picking somewhere that has a "life", other than ski-ing. The worst thing that can happen is for you to be in a resort full of dedicated skiers, when you discover that you don't actually like it. In which case, I would try to avoid many of the 'purpose-built resorts' found mainly in France, and opt for one that is based around a traditional village.
Alternatively, choose somewhere based on the cost including the extras (lift pass, ski/boot hire etc). This way, if you miss a day or two of ski-ing, then you won't feel too bad about it. Bulgaria I think is a good choice in this respect, or alternatively look at somewhere like Andorra (duty-free).
As a final thought, try to pick a resort on a south-facing mountain. Although these resorts tend to loose their snow quicker than north facing resorts, as a first-timer, they are by far, a more pleasant experience. This is for the obvious reason that the sun always shines on the southern facing slopes. As first time skiers tend to spend a fair amount of time fairly stationary, moving slowly, or in the snow itself, they get colder a lot quicker, so the warmth of the sun always helps. Furthermore, if you're tired, weak and your muscles ache all over, and you feel like you need a break, then there's nothing nicer than sunbathing in a deckchair with a cold beer at the top of a mountain somewhere!
Have a look at Alpe D'Huez, France. Although it is purpose built, it has plenty of shops, bars, restaurants etc, as well as ice-rink, bowling, pictures and other activities and it is south facing. Alternatively, Cervinia, Italy is a nice compact resort with a good atmosphere.