LastTommy, welcome aboard. Maybe best first question is where are you in the world, what events are held reasonably close to your home - cause reenacting is travelin. Next - which units are available to you in your area, as you say, all military time periods appeal to you. Which are close to home and participate in events you would like to take part in? Units have senior members who can show you what they've done to get where they are today. If you are becoming a member of a unit, there are rules perhaps, learn those so you know what you are getting into. Finally - cash flow: best impressions are built over time and unit members can assist you to spend your money for best value.
Cheerio, Johnnie, 93rd Highlanders 1812-1858.