Highland Park and Jura are excellent 'gateway' whiskies IMHO.
Miniatures are a great suggestion, the last thing you want to do is spend £50 on a bottle you hate.
A brandy glass or wine glass is a very good suggestion; much of the flavour is in the vapours, which will be lost in a regular tumbler. If you find you get on with whisky, consider a Glencairn glass.
Do -not- put anything in the glass other than whisky until after you've tasted it several times.
Adding water will make a huge difference to the taste, some whiskies explode with flavour and some just die on their arse. If you're going to add water, add it, literally, a drop at a time. You can add more, but you can't take it out again.