My first strop was a midrange strop (price-wise) made by a forum member. It was really nice, and great to learn on. But of course, I nicked the hell out of it. I wish I had bought a Rup Filly first. It still works great though. After about 6 months, I got a TM latigo/linen strop, and am immensly pleased with it. Getting a cloth component is very important once you have learned your stropping technique, because w/o a cloth component, it is much more difficult to maintain a sharp edge.

So get something cheap so you can nick it up as you learn, and once you have your technique down, go for something with a cloth component.