I would think the best way to start, would be to pick up a few pins to trade and determine which types of pins you want to collect. Some people collect the lanyard pin series, or a particular character, or pins of favorite hotels/attractions...the possibilities are endless. Having some focus when you begin to collect can keep things from getting out of hand later on.
As to how many pins to start with, that totally depends upon the person trading. I have learned that DS11 will trade as many pins as I give him no matter how many I give him. I have learned that it is best to only give him 10 new pins to trade away per day. He then has the option to "re-trade" if he runs out of trader pins and finds one on a lanyard that he just has to have.
Hope this helps.
Suzi