This is my first time lifting weights. How do I figure out how much weight to start with?

We would first suggest finding a spotter if it's your first time lifting weights. If you don't have a friend or family member who can be with you, don't hesitate to ask a familiar face or employee at the local gym for a spot. 

If you're unfamiliar with an exercise, always start with minimal to zero weight. For example, if you're performing the bench press, start with only the barbell (45 lbs empty, similar to a cinder block). Perform a few repetitions to get a feel for the weight and to practice the bench press technique. After getting a feel for the weight, determine how difficult the repetitions were. A great way to do this is by evaluating your perceived level of effort or exertion. You can learn a bit more about that here. If you think the weight was light and you could have done the exercise all day, increase the weight substantially.

Another example would be performing the lat pulldown on a machine for the first time. If a program calls for three sets of 12 repetitions, start with one of the lower weight pin selections and perform that for five reps to practice the movement. If that weight felt light and you could have done 30 or more reps, then increase the weight by 50% or more for the working sets of twelve reps. 

In contrast, if the lower weight pin wasn't that easy and maybe you could have completed only 15 reps, then we'd suggest keeping the weight the same or only slightly increasing it to hit the target of three sets for twelve reps.

The most important thing to remember is you should feel in control of your weight and comfortable with performing the exercise. Your targets are sets and reps but don't be afraid to adapt them slightly to your needs.