Some hobbyists recommend for your first quadcopter that you build your own. Others swear by and recommend top of the line drones for your first quad. Not me. If you have little to no RC experience, either of these recommendations can be a very costly and dangerous mistake.
Not a good way to learn how to fly. Also, this guy was arrested.
Very low-cost, yet well-performing quadcopters are now available. Some of these quadcopters actually cost less than simulator software. Nothing beats actual flight experience. Thus I consider them a much better alternative to learning the basics of flight than a simulator program, or a DJI Phantom.
Although durable, toy quadcopters can still break. Replacement parts are widely available, and are very inexpensive for these cheap quads. Repairs are also very easy with details of the most commonly needed repairs featured in the below video. By conducting these repairs yourself, you'll learn more about the details of your quadcopter and how it works.
The following quadcopters are presented as in my opinion, I feel they are the most appropriate for beginners to learn from. All have six-axis stabilization, making them very forgiving flyers for beginners. If you get into trouble, and your quad is headed to the ground, just let go of the pitch controller and apply some throttle. A six-axis quadcopter will immediately go into hover. Although there are cheaper three axis quadcopter available, I would not recommend them is as they are not so forgiving.
If you're mostly interested in aerial video then you may want to consider either the WLToys V262 or V222 as your first quad.
The V262 is a large and powerful quadcopter, capable of lifting a GoPro Hero 3, or any of the other current mini DVR camera (I use a Mobius action camera). It has very cool and bright LEDS (as do all WLToys quadcopters), making this a great night flyer (your neighbors might be calling MUFON). It comes ready to fly at a cost of about $91. You will need to supply your own camera, and rig it to your quadcopter. I personally just tape a Mobius Action Cam to the canopy. Speaking of the canopy, as soon as you become semi-proficient in avoiding crashes, remove that heavy training canopy that it comes with to improve performance of this quad. Also note that this quadcopter will require occasional maintenance and replacement of its brushed motors. But these motors are relatively inexpensive at under $4.
Example V262 flight video with Mobius Action Camera
Another great video quadcopter to consider is the WLToys V222. This also comes ready to fly out of the box (but you supply AA batteries for the transmitter), and includes its own built-in video camera and a 2GB memory card. The video resolution is 640 by 480 resolution at 60 frames per second. Although the video is not HD, it can still produce pretty good results, example included below. The camera can be remote controlled from the transmitter to turn the video on and off, and also take still snapshots. What's impressive is that this all comes at a price of about $68!
Example flight video from my V222 using its own camera
If aerial video is not important, then please consider the following six-axis quadcopter, the WLToys V212 Quadcopter. It is essentially a V222 without the video camera. It's a very forgiving flyer in low rate, yet very agile at its higher rates. It's perfect for beginners and experts alike. Excellent flyer outdoors or in. It also has lights for night flying (after you get plenty of experience). It's ready to fly out of the box for around $45.
and here is my V212 in flight
Worried about breaking your quadcopter? Do you really want an indoor flyer that can withstand impact to objects and the ground? Then maybe consider the HCW 553 or the UDI 816a. These are both China's answer to the Air Hogs Helix X4, but at less than half the price : ) These quadcopters include a protective barrier around the propellers. Now you can crash into your walls or your cat with little consequences. But as you get proficient, and notice crashing less often, consider removing the barrier for enhanced performance (especially outdoors in the wind). They're both very affordable quadcopters, each under $40. The 553 is a 3 axis quad, but has 5 rate settings making it very agile. The 816a is a six axis quad, but with only two rate setting. But it's high rate setting is more than sufficient for advanced flying (Hint, I recommend the 816a for beginners, and the 553 for intermediate and above).
By the way, the U816A comes with both its protective "training wheels" canopy, but also comes with a much lighter outdoor canopy. This GREATLY enhances performance of this quadcopter, making it great for both beginners and advanced alike. Had a hard time packing this back in its original case as my brother's Christmas present.