Disassociatives are probably the only class of drug that I'm completely inexperienced with. Would MXE be a good one to start out with? I'm kind of interested in trying PCP or ketamine, but 1) they're not really widely available in my area, like, at all, you're much more likely to find any number of the classical psychedelic hallucinogens before finding a dissociative anesthetic, and 2) when I actually read the experience reports of what it feels like to be high on disassociatives, it really doesn't sound that appealing. "I felt like my body wasn't mine and I was dying, it was awesome!"
I guess you have to experience it first hand, though...
Dissociatives are capable of producing a wide range of effects depending on dosage and route of administration (and of course mindset and physical setting), perhaps even more so than traditional 5ht2a psychedelics, at least in my experience. You are absolutely correct about having to experience it first hand, though. A dissociative 'hole' is very difficult to describe, but in general it can be hard to find the right words to explain subjectively what happened physically, mentally, spiritually, etc. in any given dissociative episode. I would attribute this to the fact that, though there are certainly objective effects from this class of drugs, much of what you encounter can be extremely personal and possibly lend new insight to an event or situation from the past. That really depends on what you're using dissociatives (or MXE in particular) for, though: some people take them for personal or spiritual reasons, others use them to party; they are used for many, many reasons, based on the individual. You can just take a look through this thread or the previous iterations of it for examples of how malleable MXE is, specifically.
All that said, it's difficult to suggest which dissociative to start with. My personal favorite is MXE, with Ketamine and 3-MeO-PCP shortly behind, but I don't know enough about you personally to recommend one of or any of these drugs. I mean, some folks really like DXM, whereas I don't find it very interesting or enjoyable at all. In any case, I think you can pretty much start with any dissociative to get your feet wet, as long as you're doing it safely and easing into it with small doses.
As profound and satisfying as dissociatives can be, they also have the capability of provoking some pretty nasty behavior, especially if you're throwing caution to the wind. They also have the potential to be addictive or compulsory in a very bizarre way. At least with the arylcyclohexylamine dissociatives, there is little to no hangover involved (depending on how much you took the day before) and this innocuousness can make you believe there are no side effects to be concerned about, which sadly isn't true. It's not something to necessarily worry about the first time, just a warning for someone without experience to this class of drugs.
Stay safe!
