Hopefully some of the console players here will chime in with some advice. If this was PC gaming I could certainly provide some advice.
I've never done the console thing either. Not since the Genesis. For years, PCs offered gaming experiences you couldn't get on consoles (good online play, MMOs, great FPS franchises, etc.).
Some of that is still true, but to far lesser extents, and nowadays I get the sense that PC-exclusive gamers like myself are missing out on some big things. There are great, buzzed-about titles that we'll never see or will only get bad ports of, the EA Sports games left us behind years ago, and the console gaming community seems much larger.
It's a mixed bag now. We still have the better MMOs (but they're far less of a thing today), mod-capable games like Skyrim and Fallout are vastly superior on the PC, game delivery via Steam and other services make games more easily accessible and often a lot cheaper, and I think getting kids into PCs versus consoles entices them to learn about computers, which is a tremendous ancillary benefit.
I tried an XBox a few years ago, but the thing that threw me was the new controllers. I was good on the old D-pad ones, but the new ones with the two thumbsticks and the D-pad and 47 buttons was overwhelming to me. I got reasonably good at it, but the level of control they give you is still far, far less than what you get from a keyboard and mouse.
So consoles passed me by. I'm officially old now. Long live the PC.