Is it a matter of not knowing what each type of effect does, for example, phaser vs. flanger. OD vs. distortion, what a chorus or compression does, etc?
There are plenty of sites to explain that sort of thing, but you can also get yourself a cheap multi-FX to learn what each does specifically, then do your homework and buy the single effects you like.
If you are looking for specific brand info,
has excellent gear reviews. Sites such as http://www.tonefrenzy.com
Other than that, just try as much as you can. At first, don't get caught up in expensive boutique pedals or overpriced vintage effects. In time you will learn what you like and whats good. The internet has created an inflated market for some effects that just are not worth the cash.
In general, I like boss pedals, but certainly are not the only thing on my board.
Does this help?
Information is not knowledge. Knowledge is not wisdom. Wisdom is not beauty. Beauty is not love. Love is not music. Music is the best.- the girl from the bus