For a first Concerto, it's best to do a classical concerto as most people I know suggest. (Haydn, Mozart, Beethoven except for 4 and 5)
Granted you can play Ballade No.1, I don't think technique is too much of a problem for classical concerti. But the difficulties of classical pieces are far different comparison to Ballade (Classical requires more precision, clarity, and control imo)
Though not suggested, romantic and modern concerti also have very good starter Concerti.
Gershwin's Variations on 'I Got Rhythm' is very doable, the same goes for the Rhapsody in Blue. If you really want to invest in a larger Concerti, then the Concerto in F isn't too bad either.
Grieg, Shostakovich 2, Saint Saens 2 are all decent options though they each have their technical difficulties. (Saint Saens 2 have some nasty octaves, Grieg has a lot of tremolos in the Cadenza).
Poulenc is also a nice one, I don't understand why it's underperformed.
If you want to do Baroque, Bach's D Minor, F Minor and G Minor Keyboard Concerti are all quite nice and doable.
Chopin Concerti are both very long, though technically it isn't horribly undoable, though they are among the most difficult works written by the composer despite both being a youthful work.
In summary, any classical concerti except for Beethoven's 4th or 5th is fine for a starting piece. Romantic / Modern is a lot more wide ranged in technique, style, and general difficulty. It's your choice to go the safe route or not, but if you have the ability, play any Concerti you like.
