Heh, this seems like an interesting topic. :D
Sinnoh
I only choose it because Piplup is there. Some of the new Pokemon can be pretty interesting too. It would be a sure adventure if I caught some Pokemon like Gabite, who happens to actually be a really interesting Pokemon. It's been getting a lot of attention competitively, and it would be amazing if I could train one. Sinnoh's storyline was actually enjoyable, too. Some of the Pokemon ideas might have not been so great, but I like the suspenseful and a lot more futuristic vibe to Diamond and Pearl. Team Galactic seems to have a very deep storyline, and it would simply be a thrill to handle them face to face. The region, overall, I love.
Reaction
I would be quite nervous about meeting my first Pokemon. After all, I would have not the slightest idea on how I should treat my Pokemon. Should I baby it, or should I let it run freely, etc? It's a winding road down the Pokemon road, and - well - who wouldn't be nervous about their first Pokemon adventure. It's traveling to a whole new place with a whole new different kind of friends for the first time and not knowing anything about it except what you see in the magazines or the TV. Who wouldn't be nervous? Though nervous, I would also be ever so excited.
Travel w/ Others
Of course I would travel with others. I can't stand to go through days without speaking a normal conversation to someone. It just wouldn't seem right. Talking to pokemon - who knows what they're saying or thinking? You'd basically get no response unless you're some Ash freak who can understand what Pikachu's trying to say even if he's just repeating his own name over and over again. Everyone needs a little friends in their life, and some socialization. Friends offer you support in critical moments and times.
Starter
Piplup, duh. Who wouldn't? XD;