My first car was my Mum's Nissan Navara Pickup, then I had an MX5 followed by a C Class, so I've never actually owned anything that could realistically be a first car.
However, there's a reason that Corsas are popular as first cars. I've driven my buddy's and they're reasonably nippy and the equipment isn't bad either.
If you wanted to go down the new car route, which isn't a bad idea if you can afford it, you'll be looking at spending at the very least £12,000. Off the top of my head I'd say look at a fiesta, corsa or a seat Ibiza (These start at £10,000, although I don't really know much about them).
I'd personally go down the second hand route, if you budget yourself around £5000 you'll be able to pick from a huge variety of cars. From your standard eco sh**boxes to Japanese sports cars (although I don't know what the insurance will be, it depends on your age). I bought a 1992 MX5 for £750 when I was 20, the insurance was £1100. Find yourself a mechanic friend when you go and look at the cars, and for Christ's sake do not buy sight unseen, I have a friend who's done this twice and has been burnt twice. You might be tempted at that price to buy yourself a nice BMW, decent ones can be found at that price, but I'd advice against it. Cheap luxury cars are never cheap for long, repairs and consumables will be 2/3 times more expensive than they would be on a yaris or a corsa.
...with these A Level results?