Despite what others have said about collecting by grade, there is something to be said for being able to read what is on a coin. The best advice I ever got as a beginning collector was, "Collect the best grade you can afford." Rarely would I turn down a coin I don't have because of grade (though I do it) but usually if I have a choice of getting a poor example or a nice one at three times the price, I will get the nice one if I can afford it. Then I try it out on my wife. If she doesn't complain "How can you read that?" Then I know I have a winner. She doesn't collect.
If I see a coin that is $20 and has only some detail showing, and then a $30 coin that has all the detail showing, of course I will go with the latter.
Rather than trying to figure it all out at once, try buying a few different kinds of things. Don't worry that much about grade, but do try getting some higher grade ones. If you shop for bargains, you should be able to get a decent sampling for a relatively low price. Just don't spend too much on any one coin until you know what you like. I think that if you do that for a little while you'll get a better idea of what you like. I bought everything from the first struck coinage of the Roman Republic to Byzantines when first starting out, all without spending much more than around $100 in all. As for uncleaned coins... they're fun, but often frustrating. I've had a couple really good experiences with a lot of disappointment, and I think it's best approached as a hobby separate to collecting.