What guitar pedal should i get first?

I'd personally start with a good multi-effects box so you can get used to the various effects and start to figure out what sounds you like. My Zoom G2.1u has a variety of distortion options, wah with an expression pedal, chorus, EQ, reverb, and other options and only cost me $75 used on Ebay. If you're just getting started with effects I think that's the best way to go. Otherwise, I'd say a good overdrive would be way more important than the wah for that style of music.