What are the different tastes of diferent types of distilled beverages and beer and what are their affects?

I have never drank an alcoholic beverage before,so id like to try first with the cheap and easy availible drink here in malaysia. my question is,can anyone give me a brief description about the different tastes of diferent types of distilled beverages like Brandy,whiskey,rum,tecquila,Gin,Liqueur,… and beer.. and what are the affects of them? is there a certain one that helps to sleep or any that enegizes/refreshes? i do hope to use alcoholic consumption in a beneficial way..or merely for a great dashing taste :) thank you..