If it is your first: soft, light and short. Suede or faux fur with plenty of falls. You can always swing harder, and a heavy flogger cannot be made gentle.
If you want one piece to cover everything: mid length leather. It thuds at the base of the swing and stings at the tips, so the range lives in your wrist rather than in your cart.
If you are avoiding leather: vegan falls on a wooden handle cover the same ground. Sensation is close enough that most people cannot tell. Weight is where you notice it.
If you already know you like sting: beaded, knotted or metal. These concentrate force and they are not forgiving, so they belong after you already know exactly where you are aiming.
On safety: fleshy areas only, and aim short. Backside, outer thighs and the upper back across the shoulder blades. Never kidneys, spine, neck or joints. The tips travel fastest, so a swing that feels mild at the handle can wrap and bite at the ends.
If you want the technique rather than the gear: our guide to using a flogger covers falls, form and where it is safe to land.