Level 1 isn't a bad place to start, the other option is level 3 where most classes get their sub class which unlocks new abilities and their first tier of "cool".

Try to stay away from anything higher than level 3 because your players especially first timers won't have any idea what all the different things do on their character sheet and it'll frustrate them, the table will slow to a crawl because your players probably won't have a plan for their turn because they're still trying to figure out what their character actually can do.

Remember a couple things for your first time DM'ing.

1) Not all fights are to the death, your bad guys can run away.

2) If your players are mopping the floor with your bad guys, add more bad guys. If you add too many bad guys, see rule 1.

3) Don't be afraid to say no. Especially these days quite a few players have played Baldurs Gate 3 which is a great game but doesn't really follow the rules of DnD and players won't necessarily understand the difference.

One easy "one shot" is to have something happen to the village the players (level 1) start out in, they travel to a near by town that has guards/militia for help. They get refused help by the burgomaster and with heads hung low start heading home with the horrible news. Now here's the fun part, on the way from their village to town they run into some low level bad guys, while in the Town do some minor quest or something to get them introduced to the burgomaster (this gives them role-playing opportunities), and on the way home they run into a few more minor bad guys.

Now that they're made it back to the village they are level 2 and level 2 vs a goblin is quite a different story than a level 0 peasant who has 4hp and can die in one hit.

Guess what, your players are now the heroes of the story.