The good thing about budgies and sennies is that they're quieter, and depending on your living situation, less space and expenses.
Bad things would be that they have a shorter lifespan.
Obviously there are loads more in either category, but I'm pretty hungry right now and can't think about it all right now lol
But as far as a macaw for a first bird, as with any bird, make sure you do a LOT of research, make sure you have the budget, space, time, future.
Big bird does not mean more bird, keep that in mind.