If you're thin/lean and young enough to easily twist around, the glutes have the least pain and are the most forgiving location.
But if you have ANY trouble whatsoever reaching that upper outer ass quadrant, I'd recommend the quads as easiest for a first timer.
Be sure to fully research exactly where to inject and don't just guess. If you want additional help and security, don't be embarrassed to literally draw an X on your skin, take a pic, and post to a beginners forum and ask if you've got the location right. 99% chance you'll be totally fine, but for your first pin it's OK to take safety to the extreme and be fully sure.