Buy a cheap car dude... First car WILL get thrashed. Trust me on this! And by "thrashed" I don't mean totaled, or car accident or airbags deploying stuff. I mean, fucking up the gearbox and clutch after hundreds of miss shifts, mainly trying to drift or j-turn or basically learn to control your car (fuck driving between the lanes). Another thing you will do is hit and scratch the bumpers and sides while parking or whatnot. And a scratch on a 35K car believe me, it hurts

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It's not just my experience but every people that I've ever known experience. Get a SH car, max 5000$, decent power (150-250 BHP) beat the hell out of it, learn to drive in it, and in a year or so upgrade. If you can and have the possibility, enroll in a race driving course, the best learning class is rally driving (you learn to drive on tarmack, grass, dirt, pebble, woodland roads etc, you learn defensive driving, how to negociate a turn in any weather, how to know how much to push it etc.)
In the end you do what you want, but as a person who walked in your shoes I advice you to do as I did. Got a Golf 3 gti V6 for 5000EUROS (spotless condition). Drove like a retard for about 5 months (any free curve was a drift spot, any parking lot at night was a trick turn range, any open road was a drag race). I was feeling like a champ, I could do any stunt that requires all 4 wheels on the ground, I could drive fast and not kill anybody, I could outrun cops. And then I went to rally school, where.......... I found out that I was nothing like a champ, and I also found out how you FUCKING DRIVE A CAR! Safe, fast, efficient! No need for drifts when you don't have to, no need for speed when you don't have to, won't get into details, too damn much to talk about.
So, if you really want to drive and get hooked on driving, the best way is to do what I did except the 5 month retard driving stage.
Helpful hints:
1) No matter how powerful your car is, if you can't drive it to it's full potential, you just wasting HP and money
2) Don't buy a fast car if you won't drive fast.
3) Always drive safe!
4) Learn what your limits are and never EVER exceed them!
5) Never drive drunk/high!
6) Follow rules 3-5 like they are in the BIBLE! Reason1: you don't you die! Reason2: If you die there's a damn high chance that you'll take someone else with you! Disclaimer: It's your decision if you die or not, but don't be rude and kill someone else, they could have families that miss them.
If you want a car just to pick up chicks and act cool in it, ignore what I just said, this post isn't for you.