Getting a foal as a first horse (Even though I'm not sure what you mean by that because I was pretty sure you already HAD a horse) is a really bad idea. Speaking from experience, foals can be dangerous, difficult to train, and require a TON of your time. Teaching a foal manners is no easy thing when they are trying to test everything and it is REALLY easy to mess them up. Our foal went through a very playful period, but her idea of playing was bucking and kicking while we were trying to lead her. Thank goodness she grew out of it (Not without constant training) but I got kicked a few times. I hear this is extremely common. She would look at me like "why aren't you playing" but I would be standing there terrified trying not to get a hoof to the face.
My dad is retired and has been training the baby himself. She's been doing great but it has been a lot of work. He is out there with her almost every day and he's been doing groundwork with her since we got her at the age of 1 1/2. We've been lucky because she is a fast learner, but that is also not typical of foals.
It is really nice to have such a friendly horse and it was fun having a baby around (when she wasn't misbehaving, which for a while was not often!) but in retrospect I would probably not do it again any time soon. It is not cheaper, not easier, and there are a lot of opportunities to really ruin a horse that way, especially for a first time owner.