EyesightHow good is your near vision, how well do you see small objects? Often all but the largest lettering on smaller scale locomotives and railcars requires people with good eyesight to use a magnifying glass. If trying to read the "larger" print on these small scale trains is a strain on your eyes, then you probably don't want to work in any scale smaller than HO.
Local ClubsIf you don't have much room for your own layout, you may want to join a model railroad club. This will give you access to the club's layout. If all you have at home is a small oval or figure eight, running on a large, nicely decorated layout once a week or so can be very satisfying.
In this case your choice of a scale will be greatly influenced by the scales modeled by clubs in your area. You may want to visit clubs and check out their layouts before investing in any trains. When you find a layout that you like, be sure and read the rules regarding members use. Even better, attend a few meetings and see how smoothly the club runs... or doesn't run.
CostUnless you're independently wealthy, bottom line always comes into the discussion. As a general rule HO and N scale will be your most cost effective scales. The larger O scale and tiny Z scale will be more expensive; perhaps prohibitively so. Before buying anything look over trains in all scales at your Local Hobby Store (LHS). Make a note of prices on the ones you like. You'll soon get a feel for how much you'll need to invest in the trains to get started. But don't forget, the trains are just the beginning of your expenses. Track, lumber and hardware for bench work, and modeling materials for buildings and scenery will also affect the bottom line.
Available SpaceIf you are planning on building your own layout, you'll need to identify a space in your home where you'll construct it. The width of the space available will have much to do with what you can build. Some people build small layouts in a space only a foot or so wide. But you can't put 180 degree curves into a space that small, so they can never turn their trains around. These people build small "switching" layouts that model industrial areas and freight yards. Their trains run back and forth along their parallel tracks, switching onto spurs to pick up and drop off freight cars.
The minimum curve is the smallest turn a train can make without derailing. The smallest available sectional track for a given scale is a good indication of the scale's minimum curve. The image at left is a table of minimum curves for O scale through Z scale. Use the enlarge link to read it.