You're probably not gonna want to hear this, but store bought brands will not make for a good first time experience
Take it from someone who was in your shoes years ago, store-bought brands suck, you'll likely be limited to Depends or no-name brands and they barely absorb even a trickle of urine and are about as thick as a napkin. I bought a pack of Depends in my teens and the experience was so bad, so not what I was expecting or wanted to expect that I was willing to never bother with diapers and AB stuff again until I moved out on my own
Fortunately for me, a medical supply store opened very near my house and I was able to experience awesome medical brands like Abena and Molicare as a teen, but that's not a luxury that everyone is going to have.
So, be forewarned, you can buy some depends, but be prepared to use half a pack to get the thickness you want and even then, they won't absorb anything
If ordering online is a no-go, I would suggest doing a web search to see if there are any medical supply stores near you. Who knows, you may be lucky, maybe theres a medical supply store with high-end brands a walk or a bus ride away, but the only way to know is to get searching