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Socoemt
You're getting some really great advice here, but that's pretty typical for this bunch.
Be sure and heed Habanoman's advice about the palate cleansing. Very important.
It would be helpful to know how much you intend to smoke and how much money you want to spend. If you're going to smoke occasionally, don't waste your time on low-mid end smokes. Stick with the super-premium stuff. If you're going to smoke occasionally, then you're not going to have much of a vitamin N tolerance, so you'll need to take precautions.
1) Make sure you're hydrated. Most of us walk around in varying states of dehydration most of the time. If you're not peeing clear every 30 minutes, you're dehydrated. Dehydration is the number one contributor to "nicotinism" and smoking of any kind dehydrates you.
2) Don't smoke on an empty stomach.
3) Keep a packet of sugar with you while you smoke and, at the first sign of nicotinism, allow it to dissolve under your tongue. Sub-lingual is the best method of absorption.
Until you get a lighter, use wooden matches. The extra long cedar ones you buy in smoke shops, or online are best and never a wrong choice. If you want a lighter right away, you cannot go wrong with a Ronson Jetlite. At less than 5 bucks, it's a no brainer.
When lighting, never allow the flame (any kind) to touch the tobacco. A torch, for example, should be held away from the foot, allowing only the heat to do the work. Once you scorch a cigar, you might as well toss it. Likewise when you "toast" or char the end. When toasting, it's best to do it before you cut the head. Toast, cut, light.
When you cut, less is more. All you're trying to do is remove the cap and expose the longitudinal aspect of the tobacco. Never cut more than 1/8 inch deep.
Limit your puff series to once per minute. This will keep the cigar from getting too hot. When I was starting out, I would literally look at my watch. Now, I have a good sense of what a minute feels like, so I can do without it. If you hold the cigar about a half inch behind the cherry and it's at all uncomfortably warm, it's too hot and you need to slow down.
Learn how to "snork", or "retro-hale". This is the practice of rolling the smoke
from your mouth and
through the nasal cavities. It's not the same as blowing smoke through your nose, it's more of a "rolling" action; incorporating the tongue and soft palate. With very little practice, you'll get it, but in the meantime, understand that you have many times the number of flavor receptors in the sinus region than in your mouth. If you're not retrohaling, you shouldn't be smoking fine tobacco.
Allow your cigars to acclimate to 65% relative humidity. Assume that most vendors store and sell cigars in the 74% neighborhood, so that means it will take about a month for a cigar to settle down. You'll get more flavor and have far fewer burn issues this way.
Keep a cigar journal. Documenting your experiences with individual cigars will help you track your progress and give you hard evidence of your ever-changing palate.
Write reviews! This is the single BEST way to develop your palate. The focus and concentration required in the construction of a good review is invaluable. Not to mention that people here really appreciate it and you will earn their respect faster than anything else you can do. Take lots of pictures. Only about 20% of Bums are literate.
This should help get you started on the right track.