Since this is your first bike, you should ask yourself what sort of rider you are and then pick the machine accordingly. If you feel you enjoy speed and want a sporty, engaging machine, then something like a KTM 160 / 200 Duke, Yamaha YZF R15 V4 / MT-15 and XSR155 will be good options to consider. 

If you want to have a relaxed riding experience and want something stylish, then a Royal Enfield Hunter 350 or TVS Ronin would be a good starting point. Lastly, if you want a single 'standard' bike that can do most daily things, then something like a Honda CB300F would be a good option. 

If you want something that prioritises fuel efficiency, a 160cc commuter from Honda, TVS, Bajaj, Hero or Yamaha would be the way to go. 

Take thorough test rides of each machine you consider before making up your mind up.