I love it when women get into this sport. Props to you for stepping up.
Opinions will vary. Mine is with your background, to find a place your comfortable with that teaches everything (BJJ, MMA, Muay Thai (or something similar), and wrestling). If your goal is to compete, the gym you select must have people that compete. This is also a good test for legitimacy of the gym.
At this stage of the game consistency is everything. Shoot for 4-6 days a week. Start slow to give your body some time to adapt. Be observant of what the more experienced people are doing and ask alot of questions.
Good luck and feel free to PM me if you have further q's