Keep in mind that, with the Mexican style bag, you are going to have to keep it tighter than you would have to otherwise. This will limit you in how you can use the bag in that it will not move a whole lot, but still may prove frustrating to hit cleanly. IF you can kan keep it strung tight enough, which will prove difficult. Take a look at this page, for reference
Boxing & Punching Bags | Ringside
The elongated bags are meant to be pulled tight. I would suggest any of the four least expensive bags on that page- making no recommendation as to product or quality of the brand, just suggesting the type of bag you might like. With these you can hang it with less tension and the bag will move a lot and give you some action.
Start with a larger bag, and start out hitting it with your jab. This will teach you to control the bag. Pretty soon you will want a smaller bag to make it more challenging.