Well, I think it's a good idea you've set up lessons with a teacher because I don't know how you'd expect to practice or perform a concerto without a teacher. I don't know your level of technique, either... Well, you could start out with Haydn concertos, then move onto easier Beethoven concertos or one of the Mendelssohn concertos. Then, after you master Mendelssohn, you can move up to Liszt, Tchaikovsky, or finally that Rach 3.
But I think if you really want to enjoy the concerto, you should start out with a somewhat technically challenging piece like the Mendelssohn, but something that happens to be easier than most of the "big" concertos. Good luck, and have fun!