It also depends on your guitar. If the guitar is a classical guitar, steel strings may damage the tuners and mechanics. If it's a western guitar (recognized by narrower neck and a pickguard) it has got stronger tuners, that can have both steel and nylon strings.
Nylon strings are softer and easier to fret than steel strings, and most beginners start with nylons. But it gives a different sound than the steel ones. Try both nylon and steel strings and check what suits you best.
/Wide
PS. I once got my strings changed for free at a music store. I don't think it'll be expensive...