RE: First Gun
What state are you from? If you're from Ohio, Indiana, or Illinois, you can only hunt with a shotgun, maybe Indiana has exceptions.
What is the terrain? Is it wooded mountains? valley? Farmer's field's? Swamp? Desert?
I would say for a starter cartridge, if you're an adult, you can get a 30-06 bolt action, and you can put a recoil pad on it later if the recoil bothers you.
If your price range is $400 and lower, then a Savage in 30-06 is okay,
If your price range is $600 and lower, a Remington SPS in 30-06 is a great quality rifle, the synthetic stock makes it cheap.
Most of the above listed rifles can be bought in smaller calibers, if you want it.
I would suggest going to your nearest gun dealer, not Wal-Mart, but a real Outdoor, or Gun store, and ask an employee to help you out, and give you a grip on things, also, if you haven't taken a hunter's safety course, I advise you take one, it'll teach you alot about guns, hunting, and safety, plus, in almost all states, it is a requirement if you want to hunt.
A scope can be bought for as little as $100, but a $150-$200 is best, Bushnell, Simmon's, and Shooter's Edge are great choices for cheap scopes.