Welcome!
There is a small number of people who have reported being allergic to PG, but my understanding is that they are in the minority. If you are concerned about it, you may want to read up on the forums about PG allergies.
As far as how much/what nic you vape, my general solution was to start with a variety of strengths (I started with 20ml bottles of 6, 12, 18 and 24), and increase the strength if it feels like the level you're vaping isn't quite doing it for you. It also helps to keep a bottle of stronger nic around for those times when you really feel like you need a smoke (my daily vape is 12mg, but I always have a bottle of 24mg close at hand, and just drip a few drops of that when I feel like I really need it).
You may also want to familiarize yourself with the symptoms of nicotine overdose, I know I accidentally got too much a few times when I was starting out. For me at least, it was very hard to get used to the slow-release style of vaping as opposed to the instant rush from an analog.