As a scroll saw instructor, I recommend starting with a skip tooth blade first. A skip tooth is a good general duty blade that clears dust away more efficiently than most others blades. Without reverse teeth you don’t have to worry about The the blade trying to lift the wood off of the table. Flying Dutchman, Pegas and Olson all have a good skip tooth blade. I would get sizes #1, #3 and ##5. Once you master those, then go on to different styles. When I teach a beginners class, I start the students off with Olson #5 skip tooth blades, on 3/4” pine.
Personally, I use mostly Flying Dutchman Ultra Reverse blades in sizes 1, 3, 5, 7 and 9. I also use FD Polar blades which is a skip tooth blade, and I also use Olson reverse tooth blades. I have tried Pegas Modified Geometry blades, and they are good, but not good enough to change over.