Brand vs. Offbrand
This is a point of many arguments in the lolita community. Personally, I do think Bodyline is okay as long as you use your judgement and choose the right things. I don't think that replica pieces, as long as they are advertised as so, are terrible. These things help lolitas fill out their wardrobe and they allow those that are just starting out to experiment with different styles and prints without spending a fortune.
Choosing Versatile Pieces
You want to get the most out of your first pieces because you will be wearing them a lot until you can get more. So choose pieces that can be used in lots of different ways. A good way to do this is to use Polyvore. Polyvore lets you make virtual coordinates (the term lolitas use for complete outfits) and see what will look good together before you buy. You would be surprised how many different outfits you can make from just a few pieces.
This is a coordinate I made using a Baby the Stars Shine Bright jumper skirt. Everything else used is either from Bodyline (very inexpensive) or from other sources.
This is one made from the same Baby the Stars Shine Bright dress, but using all offbrand items. Jewelry is something that you can find in all sorts of places, Forever 21 is my favorite.
This is a third coordinate also made from the same BABY dress as the others. As you can see, this dress is very suited to either classic or country styles. Pretty much anything can be dressed down to be more casual too. So out of this one expensive dress, you can put just a little money into other pieces and have three fabulous outfits.
Maybe you can't afford to get a brand dress right off the bat. That's fine too! My first pieces were skirts from Candy Violet's old line (no longer sold). I still have one of them that I wear regularly. You can also have someone make you pieces or buy second-hand. I've bought almost everything I own second hand. There is no stigma associated with it, and it's a great way to get older pieces or find something that you didn't even know existed. Since the pieces are typically used, the price is lowered too.
Bodyline is also a good choice for a first outfit. As long as you choose wisely, you'll be fine. For more information about choosing pieces from Bodyline, I highly recommend reading F-Yeah Lolita's posts on buying from Bodyline. I adore the series of posts and they've helped me learn more about buying from Bodyline. They are a must-read before placing an order there.
No matter what you choose, congratulations! You're now a lolita! You have your very first pieces and you're on your way to having the wardrobe of your dreams!