There is a helpful link for beginner vapors here and at the very top of every ECF page:
ECF InfoZone - The is the E-cigarette Forum Information Zone, for all your ecig needs
Vaping on an e-cigarette is somewhat different from smoking cigarettes, but close enough to get you off of the stinkies. Coughing and even some sore throat for the first few days is common, as your body adjusts to the vapor, just as your body had to adjust to cigarette smoke before. Vaping does cause some dehydration, so it is wise to always vape while drinking some water or other nourishing fluid.
The nicotine in vapor is carried by different size molecules than in cigarette smoke. It is not necessary to inhale into the lungs to absorb the nicotine in vapor, as it is mostly absorbed in the mouth and throat.
I'm not sure how you inhale your cigarette, but when inhaling from an e-cig, suck into the mouth as you would on a milkshake and straw (not directly into the lungs). You may then inhale into the lungs, or exhale through the mouth and nose to absorb the nic.
Exhaling some of the vapor through your nose will help you "taste" the flavor of your e-cig's juice. Our taste buds are damaged from years of smoking and can get an assist from our sense of smell. Recall how food tastes bland or tasteless when we have a head cold? That's because the stopped up nose can't help our tongue "taste". Get it?
I will make a final recommendation to choose Smokeless Image as your first e-cigs. They are a trusted company that has quality products, good customer service, and fast delivery. Just remember to have extra "charged" batteries on hand and extra juice on board. Those are two things you never want to be without, because without one of them, you can't vape and leave yourself open to buy more cigarettes.
The larger the battery, the better the performance. I realize you'll probably want something cigarette-size, but you likely will soon tire of changing out batteries every 3-4 hours. The Volt X2 batteries have a use time of 6.5 hr to 13 hr depending upon the size (these are ego size batteries with the Smokeless Image 808 thread).
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Size comparison of the two sizes of Volts and the three sizes of X2 batteries compared with a cigarette.
This is a picture dictionary of the most common juice carrying devices that go on top of a battery:
http://www.e-cigarette-forum.com/forum/cartomizers/343294-proper-terminology-carto-tank-what-lol.html#post7562212