Always check what your insurance is like before you get your car. My first car was a 1998 Mk4 Ford Fiesta 1.4L. It cost £500 and insurance was £2800-3200 in the couple of years i had it. As an older car it broke down ALL the time. It actually spent more time off the road, than on the road. Yes I actually had it in this 'Cadburys Purple' colour. This was a shit car, but it got me from A->B
Then it was stolen and I replaced it with a 2001 Mk2 Clio - 1.4L. This car was amazing. French cars get a lot of bad press but i only had 2 issues with it and neither were a big deal. The 1.5L DCi version of this clio is cheap to tax, and very cheap to run. I loved this car, I had it for 3 years, even as petrol it was cheap to run, insurance ranged from £1400 to £500 in the years I had it (lost NCB when claiming for the stolen Fiesta). I had it in this sweet green colour. 4 doors was also great.
I had my Clio above for the rest of university and when i graduated I traded it in to buy myself my dream car which is my 2007 Subaru Impreza WRX UK. This car is awesome, it's a 2.5L Turbo Petrol, but it costs £500+ a year to tax. It costs around £60 in petrol every week, but the insurance is actually pretty reasonable at £700/yr.
For your first car - you'll have to accept a few things. 1) It's going to cost a totally unreasonable amount to insure. Likely many times its value. 2) It's going to possibly be bit of a shitbox. 3) You will, statistically speaking, crash it. So it needs to be cheap to repair. I would recommend the Clio - out of all the cars I had and my friends had when we started driving - the Clio was the most widespread (parts are cheap) - they cost absolute buttons to run, they are fairly cheap to tax - £30 or so a year for the 1.5 DCi Diesel, or £130 or so a year for petrol (1.4, the 1.2 is probably cheaper, but im all about dat BHP) - You can get them for a cheap as a few hundred quid, so when it gets dinged in a car park, or something horrible befalls it, it's cheap enough that you're not massively financially invested in it.
Whatever you go for - i recommend you get a 4-door car. 2 doors becomes a real hassle letting people in and out of the back. Unless you get something like a Mazda MX-5.