You will get answers from a ton of Bourbonheads by default, but don't disregard a decent darker rum, as suggested, if you want to ease into drinking spirits neat.
There are several rum threads floating around.
Don't be afraid to start out with ice or some bottled water if it makes it more palatable for you.
Sure it will change the flavors but it's fun tasting the difference when you work up to neat.
Hold off on buying the pricier bottles until you get an idea what you like, or don't.
Be aware the first pour will taste different than after the bottle has been open awhile.
Let your pour sit for a few minutes before you taste it.
Watch proof, bourbons go from 80 to around 140.
Above all, drink what, and how, you enjoy.
Wheaters are sweeter.
Ryes are spicier.
Exceptions apply.