1st level is okay. Personally, I like starting a bit higher (should've seen the epic level 3.5 game I was in years ago... story for another time), but for the sake of simplicity for everyone involved, starting at 1st is fine with me.
Side note: any limitations? Like are firearms, hybrid classes, occult/psychic classes, the new vigilante class, etc, okay? I'm making the assumption that all 3rd party content is banned/GM approval only.
@Rock - if you don't have any of the books, don't dispair. Thankfully, Paizo, in all their kindness, set up Pathfinder to be Open Source Content, which translates to
all the rules, classes, feats, skills, spells, and other game info is free. That said, all the Pathfinder setting stuff, is not (they want you to buy those books).
That aside, like Speedy, I'm happy to help you with teaching the system. I've had to teach my live group before. It's not too bad. It's mostly about figuring out what you want to play and going from there.