I be always thought about getting an octopus but that is usually the end of it. Seems VERY time consuming for such a short term life span, low success rate, and with so many other options out there.
First tank and an octopus are a bad idea. We get it. It's what you want.
My thought is wait. Setup a tank get some good lighting, research for some time, take care of easier more interesting species, and then go for it down the road.
Mantis shrimp are pretty cool, aggressive feeders/hunters.
Octopus just hide during the day so they are boring in a tank to me. It's not entertaining to watch it sleep or hide for hours on end.
If its your thing take time. Start searching the forum for tank setup, first time. Most people here are saying dont do it from years of experience and watching people struggle and fail. Take their advise and good luck. .02