For all new hunters I would recommend a Bear.
They tank well, hold aggro well, and do a decent amount of damage.
The biggest plus is that they eat just about anything.
You didn't post what race you are so I can't recommend an area to go get your bear.
From an alliance standpoint you can get bears in Darkshore and in the starting area for Dwarves.
Definetly teach it growl as soon as it has the training points.
As you get to be higher levels play around with various pets. Stable your normal pet with a Stable Master for 5 silver and then go tame a different beast. You are going to need to do this anyway to learn new pet skills.
Good luck!