I spend a lot of time teaching TDD to engineers. Some of my most rewarding sessions are spent with first-time TDD practitioners. When we're starting out, I'll choose a simple TDD kata, and we'll pair to solve it together.
Once I've introduced myself and the exercise, I always ask the same opening question: "What's the first test we should write?"
The answers are always interesting, because they tell me how the candidate thinks about TDD. If they have misconceptions, it's best to tackle them at the beginning. In my experience there are three common ways that people go wrong when choosing the first test.