First off congrats on your new purchase. Christmas is coming, for you
Second, I shoot all my B&W film with Kodak TMAX 400, very occasionally 100. Although I must tell you in advance I don't have nearly as much experience as many folks on here when it comes to various types of film - and photography in general, for that matter.
However I have always been very pleased with the outcome of my trusted TMAX 400, good detail, fine grain, great tonality range... Only my enlarging skills and equipment keep me from getting the most out of the film

(I don't digitally scan my negatives)
However I would suggest to try some film out, perhaps from given suggestions on here. Pick a few that you think sound like they will fit your needs, and see which you prefer most.
And of course, enjoy your new analog PentaBuddy!