Hello and welcome!
My guess is that you have some kind of Paphiopedilum. I'm just guessing from the picture. I hav no experience at all with these orchids, but if you have a look under the link to the Cypripedium Alliance, you will at least find pictures of plants that look quite similar to yours.
Good luck with it! And enjoy it!
You say it is your first orchid? Well, in that case it should come with a warning. They're highly addictive, and they tend to kind of just jump into your shopping trolley and beg to be taken home. Don't say I didn't warn you when you're running out of window sill space and still can't seem to be able to stop acquiring new ones.