Advice above is good--I'd also add from our experience (we are just starting too!) that I agree on researching BLW to see how you feel about it. Our ped recommended starting with cereal, but waiting till six months. We decided to start with table food using BLW instead, so we went by milestones rather than by age, which meant we started at 5.5 months (when he learned to sit on his own--he'd met the other milestones a few weeks earlier).
We don't have a cautious eater--he goes all out!--and I had to learn to resist the urge to pull food out of his mouth, but fortunately DH is mellower than I am and was the voice of reason, reminding me to let him sort it out himself. And DS did figure it out--a few times he's taken too big a bite (usually of avocado or banana, his faves) and he will get this "uh oh..." look on his face and then spit out half the bite, swallow, and then grab what was left and finish it off. He has gagged once, but quickly swallowed (before I had time to process what was happening and worry, happily!) We did start with soft foods to minimize choking hazards as we (and he) got used to it, though, and we both took a choking/CPR course pre-baby and reviewed the choking protocol right before starting solids to be sure we felt comfortable with it.
We're starting with the Wholesome Baby Food recommended first foods: avocado, apple, banana, pears, winter squash, sweet potatoes, oats, and rice (though not in that order--put the higher iron foods earlier since we were skipping cereals, and we left out barley and green beans, which they also recommend). They're pretty non-allergenic foods, so we do two foods a week (or about 3.5 days between each new food). We will space out potentially allergenic foods (wheat, etc.) a bit more but have no family history of food allergies so I'm a bit less careful than I would be if we did. I do keep track of which foods he has when so we could trace a reaction, but once he's done 3+ days on a food, we put it into the rotation. We also let DS use a spoon for some foods (e.g., oatmeal--I just take a little out of the pan, add a little extra water, and spin an immersion blender in it for a minute to make it a little less sticky/chewy than the version that DH and I eat since we use steel cut oats--baby does fine with feeding this to himself).
Also, if you do decide to start on cereals, you can always make your own, too--you can grind oats, rice, etc. into a powder and then cook it (or if you wait till six months to start and baby is okay with texture, you can just cook regular rice and oatmeal and then puree a bit afterwards with some water or breastmilk/formula to thin it). It's also fine to mix and match approaches--it's more about what you're at ease with and what your baby seems to like, IMO. You can always switch it up if one way isn't working! Have fun!