Quick answer. Japan nibs have a wider range for the equivalent US/Europe nibs. So a Jap Fine is similar to a non-Jap Extra fine; a Jap Medium is like a non-Jap Fine. However I believe once you get to Broad the Jap ones are broader than non-Jap ones. This is just a generalisation so there can be exceptions.
Nib size is personal choice. I prefer the Lamy Fine over the Lamy Medium but Lamy nibs are very cheap and easy to replace which is a great idea. My Pilot MR was a medium and actually writes finer than my Lamy Fine.
Also bear in mind the quality of paper you're writing on. If you use decent quality paper (e.g. Rhodia) you'll find the lines are finer, but wider on cheaper paper like printer paper because cheaper paper is more absorbent and will pull more ink out of the pen. So, for instance, if you plan to use your pen at work on printer paper you might want to go finer nib than you might expect.
As a first pen I don't think it really matters though. Just try out a few different sizes and see what you like the best.
Write on...