That's always been a tough question here. All of us have experience building different kits, and some are scratch builders. So, you will get a wildly diverse set of opinions on which ship kit makes a good starter. What you can do to help is to tell us what sort of skills and experience you have in model building, or other related hobbies or crafts. Some kits rely strongly on blueprints and plan as the instructions, which assumes you are familiar with how to assemble a wooden ship model. Others provide more text and photographs to better assist beginners.
Also, let us know which types of vessel appeal to you from a personal standpoint, after shopping around a bit and seeing what types of kits are out there. Tell us the level of complexity of the ship model, from 6th rate to 1st rate, single masted schooner to three masted man of war. Tell us which time period you are interested in. Most kits are from the 19th century. Older ships have less information available as to how they were built, which gets worse the farther back in time that you go.
You mentioned the Lady Nelson, which is actually a great kit. It doesn't teach you how to plank a hull, however. That is something you typically get from other books and there are plenty of those that can show you how to measure and apply planking to a hull with complex curves. Some kits are historically accurate, and some not. Know that ALL KITS have some features that are incorrect, and with a bit of research and a few questions, you can figure out what those parts are and correct them with a bit of modification or scratch building. For example, the Lady Nelson is a ship that never actually existed, but is a representative example of a British cutter of that time period.
No matter which kit you build, it is likely that one of us here has built it, since the amount of ship kits out there is rather limited compare to the plastic model kit world. You can depend on all of us here to answer any question you my have. So, now matter how simple the question may seem, please ask.