I started using a DE razor last summer. My first was a $10 butterfly from Wilkinson and a sample pack of blades. You definitely need to try different razor/blade combinations to see what you (and your skin!) like best. But, every razor is also going to have different blade angle and blade exposure. The Merkurs (34C, 23C, etc.) are the least aggressive in angle and exposure and least likely to nick you in my experience.
After trying the Wilkinson for awhile and being slightly unhappy with a few minor nicks it gave me here and there, I got a Muhle Companion, specifically advertised to be good for beginners with increased protection to avoid scratches and nicks. Nope, while it's very smartly engineered (those crazy Germans!), it's also VERY aggressive and chopped my face up no matter what blades I tried or how careful I was.
Then I got a Parker 91R. Great heft, and more conservative blade angle than the Muhle. But the blade exposure is significant enough I could feel blade flex or "spring" as I shaved. Not as many nicks and the Muhle, but more than I cared to deal with.
Third time's the charm? Almost. I got a Merkur 34C, the short fatty. Very conservative blade angle and exposure. Multiple passes required, but I'd do that anyways. More importantly, not a single nick, no matter how sloppy I got or blades I used (Feathers preferred). But, the short handle wasn't for me.
So, now I've got a Merkur 23C, same head as the 34C but with a longer, albeit narrower, handle. It's the sweet spot for me.
Only question is: what to do with the Muhle, Parker, and 34C? Is there an after market for these things?