I'm working on my first socks right now, too. I'm using Mamabear's Tropical punch slipper socks pattern, here:
http://www.beartoes.com/patterns/tropicalpunch.html
Previously, I was trying to make the class sock from Sensational Knitted Socks, but I found it too fiddley with the little bitty sock.
Tropical punch goes quickly because you use two strands of worsted weight held together throughout and big needles. I'm only on the cuff so far, but it seems to be going a lot better than my last attempt - much more relaxing, and at the end I'll actually have a usable item (hopefully!)
Good Luck!