I main whm usually but my second was always a tank class. I chose pld until HW came out and now I main drk at least for the moment. My reason for choosing pld then was from my experience as a healer. I prefer a tank who has high defense and there isn't as much of a risk of dying so I could feel secure enough to dps.
I'm not gonna give crazy detail because many others here have done that very well but Imo Pld is what I recommend for a first time tank. They have the easiest time surviving because of their high defense and the most important part of a tank is to be able to take hits. They can all do that but some are a bit more involved then others. War may feel a bit overwhelming with the way it plays AND having to learn how to just tank in general. Pld is the easiest to just focus on taking. Not dpsing, not debuffing (not a lot anyway) no stack management or crazy mp management. I recommend learning the basics of tanking in general and then go for the slightly more complex jobs.
Btw most of this is my knowledge of 1-50 war and pld and up to 60 drk. I can't comment on how pld and war change after 50 but then that's not for a first time tank to worry about yet anyway
