Sorry to say since a lot of users have, but honestly, you're 21 and you've never had a drink? Wow...
Anyways, back on topic. Just to let you know, you'll find alcohol to be very disgusting since this is your first time. Got it? Good. I would start with beer, than slowly move onto the hard liquor. Preferably, drink a few beers, than move onto vodka, or coke and rye. When it starts to spin, slow it down. Have fun :)