my two cents:
it's a game! its always fun! is more important to choose the right partner to play than the game or the setting.
Another choice to do is the size of the armies, skirmish rulesets allow you to play with a few miniatures (5 to 15) per side, rulesets for bigger games can require you to build and paint an army of hundreds in some cases.
An option could be an Old West ruleset, they use to be skirmish, there are a few around, with half a dozen of miniatures you can start quickly to paint, to play, learn the ropes, and then go for something bigger in another period of history (or not).
I suggest you to start with something easy to handle also because buying lots of miniatures can be very exciting, but having at home a lead pile, looking at you, waiting to be painted, day after day. Can make you feel like in a never ending job.