Do you like flavored cigars? If you're just starting out, I'd recommend trying maybe a good flavored cigar or two, but definitely focus on MILD (Connecticut wrapper) cigars at first. Too many people start out with medium to strong maduros, and don't like the test. It's like starting your red wine drinking with a big, bold cabernet instead of with a nice Pinot Noir.
Not sure what your price range is, but for flavored, I like:
cheap: Professor Sila more $: anything by Drew Estates, but the Java is excellent!
For a good, not-that-expensive medium-bodied cigar, I like both La Aroma de Cuba and Cigars International CI Legends Rocky Patel (Orange), or a Rocky Patel 1990 or 1992, or a Rocky Patel Olde World Reserve, in the lighter (I believe it's Corojo) wrapper choice.
I look for cigars that sell for $7 - $10 at retail, and get them online for $2.50 - $4.00 apiece.
Hope that helps! Not sure which CAOs you ordered, but I've never had a bad one yet. Some are definitely stronger than others, though (and you may just enjoy a medium- to full-bodied smoke right outta the gate).