I also tried to install debian form the net-installer (and that's also my first time... ;-).
During the installation, i got a problem when it came to get extra-packages from the net.
I think that was because i hadn't set up my dsl connection.
So i boot on level 2 (which seems to be the default boot-level). I managed to set up my dsl connection runnig ppoeconf (maybe it's in /usr/sbin, i'm not sure, you should search for ppoe)
Here's where i am right now, tonight i'll try to get the packages from the net and especially X running so i will be able to boot in level 5.
To be continued....