Don't drink spirits first. Too many people who start drinking late forget they don't have any tolerance and end up dangerously drunk. The girls you hang around with are probably drinking vodka, especially with coke or red bull and jaegerbombs, which are a shot of jaegermeister spirit dropped into a small glass of red bull. Don't be tempted to keep up basically. Vodka in particular is a dangerous spirit, don't go near it until you have a tolerance and know your limits. It has the unfortunate tendency of not making people feel progressively drunker, instead going straight from tipsy to wasted.
beers, ciders and alcopops are good to start with. Strawberry and lime flavour kopparberg and recorderlig is particularly nice. Aim for a percentage alcohol volume of below 10. This is written on the front of everything. As a general guide, the three groups above are all 5-7, wines go from 11ish-19ish, weak rums like Malibu are 21, and whiskey gin brandy port and expensive vodkas are all 40. Cheaper more readily available vodkas are 37.5. Spirits like absinthe and poitin are way above this but you won't hear of them much.