Choosing a roleplaying game
Genre
Picking an RPG genre might not be that obvious a step for a newcomer to roleplaying. Dungeons & Dragons is the prolific title that started the hobby, but you're not limited to just sword and sorcery fantasy. There are hundreds of RPGs in circulation nowadays and cover many different genres.
There are games that cater to Science fiction, cyberpunk, gas-lamp, horror, superhero, urban fantasy, historical and modern settings. Not to mention that there are many different rule systems for classic fantasy beyond D&D.
Picking a System: Types
A tabletop RPG is simply a list of rules that help you tell a story together.
Every rule system out there has vastly different ways to go about this, and for a newcomer, it might take some playing around to figure out which system really speaks best to your play style.
With a rules-heavy system, part of the roleplaying component is tied to how you build your player character. Examples include Dungeons & Dragons, Pathfinder, the various Star Wars RPGs, Shadowrun, and GURPS. There are in-depth rules for each class type and a plethora of different abilities that a player could choose from as their character evolves over the course of a campaign. This synergy of combining strategy and skills is what separates this system type from the other two RPG types. It's similar to the thought process one needs to build a deck for Magic: the Gathering or developing strategies against other Champions in League of Legends.
For players who prefer less structure, there are rules-light systems. These games have slimmed down rules systems, such as Savage Worlds, Dungeon World, FATE, Risus, Apocalypse World and Simple System. The character building blocks found in rules-heavy system aren't normally present in these games, so that game component is mostly absent. The rules that remain behind are there to make quick and dirty work of defining who has control of the narrative. Combat conflicts often runs very fast in comparison to the rules-heavy systems. Mainly this is due for many games to have a lesser emphasis on tactical positioning in battle.
Then there are one-shot systems. These are rules-light games that are designed specifically to be played in a single session, such as Fiasco, The Sundered Land, A Quiet Year, Risus, and Call of Cthulhu. That being said, one-shots don't shut out light or heavy rulesets. You can play a one-shot using either rules-heavy or rules-light systems, though usually the players pick from pre-generated PC sheets.
See also RPG System Styles, which talks about this from the lens of how a session unfolds.