If you're just getting started with SQL Server, the choices you have in front of you are legion. Which drive do you install your instance on? Which drives hold the databases? How many files do you need for a database? What do the tables look like? Which column or columns should be the primary key? Clustered index? Stored procedures? In-memory? MAXDOP? Et, as they say.
Before any of that, though, you need to pick the correct type of SQL Server to install. That's right, just saying "SQL Server" is not enough. You must pick between:
SQL Server Enterprise
The list above is in the order in which you should be getting started with SQL Server. Let me explain why.
SQL Server Developer's Edition
If you're just getting started with SQL Server, SQL Server Developer Edition should be your first stop. With the release of SQL Server 2016 two weeks ago, this edition is now free. You should immediately go and download your own copy. You want to get this because it is everything that is available within SQL Server, all the way up to Enterprise Edition. It's just licensed for development. If you want to learn about any aspect of SQL Server, start here. If you're developing against any set of functionality within SQL Server, start here. If you need to support different parts of a SQL Server infrastructure, you start here. Prior to 2016, the Developer's Edition was only $50-$60, and even then, I would have recommended it over free versions of the product. Now, with Developer Edition being completely free, there's literally no excuse to not use this to get started learning SQL Server.
SQL Server Express
Assuming you're just building out your first databases and your first server instances, you may be starting off very small, with only a few users and very little data. SQL Server Express allows you to grow your database up to 10GB in a production environment (production and development are where licensing and costs differ wildly). This provides a mechanism for you to ensure that you really need SQL Server and all that it offers before you go into a full production installation and all that entails. If you're only ever going to be very small, this offers a no-cost way to have a professional level database, despite the size. There are additional limitations in what Express supports, and you can read about them at the link. It's just a great way to help get you started.
Azure SQL Database
Here we begin to explore the paid versions of SQL Server. If you're just getting started and you don't have much experience administering SQL Server, then Azure SQL Database is a great option for you to start. It is a Platform-as-a-Service offering. Unlike everything else listed here, it's not a full instance of SQL Server — and that can be a good thing. Backups are managed for you, as are a whole slew of other server-level settings, maintenance, etc. The cost model is completely based on what you need to store and how much activity you're going to generate. You can start very small, and then grow as needed — only paying for what you use. This is extremely attractive if you’'e just starting out. Further, the capabilities can grow with you as needed including setting up what would otherwise be extremely complicated things like geo-replication.
SQL Server Standard Edition
SQL Server Standard Edition is the workhorse for SQL Server. It does almost everything that most people need. It scales to the size that most people need to scale to. For your standard business and even standard enterprise needs, Standard Edition (note the name) works extremely well. There are limits to what it can do, but these limitations are primarily around extreme scale or high-end behavior. If you're just getting started, you don't need to be messing with that kind of stuff.
SQL Server Enterprise Edition
SQL Server Enterprise Edition is the high end. Here is where you need to go to multi-terabytes in size and you have massive transaction loads. You're looking at very sophisticated availability and disaster recovery. Again, the name gives it away. You're generally only going to this edition when you're working at an enterprise level of scale and architecture. Since you're just getting started, don’t worry about this.
If you're just starting to explore the SQL Server space, you should have a copy of Developer Edition. It costs nothing and does all you need. From there, expand into the other editions as and where needed. Just remember to size your system according to how i'’s being used, not how it might be used a year from now. Expanding to Standard from Express is easy. Adding a higher level of support in Azure is simple. Going from Standard to Enterprise is easy. Going backward, that's hard. Don't pick the bigger more sophisticated edition just in case. Make this choice carefully at the start.