Going to more or less repeat what everyone else suggests, do Protector's Realm as your intro raid. Without giving any spoilers, it does have a kind of cute "story" with it too so to speak..you'll see once you enter. Thugga isn't hard, but like others said there's one named. Like others have said PR has four I'm sure you can clear even if the last three "boss" encounters prove too tough on your first outing, so you'll accomplish more.
Either way, good luck and have fun!