I bought bitcoin for the first time at the end of 2014 and there were already exchanges back then so I suppose it was no different than what you can do today.

However distrusting exchanges and the fact that most likely they will get my data and never delete it I bought my first coins in a face to face trade, I will admit that I was a little bit scared wen I did it because in my country bitcoin was still very underground so I did not knew with what kind of person I was going to met but the exchange was fairly easy and I got my coins in less than 20 minutes, during that time we talked a little bit about bitcoin so it was an overall good experience.