There are so many vodkas on the market it's insane.
Start with the better known brands and see how you like them.
Keep in mind that vodka is made from different sources, i.e. grains, potatos, grapes, etc., and the flavors are very subtle.
Trying to be a "vodka connoisseur" might be a waste of time as vodka has been traditionally popular as it has little to no taste, making it good for mixing. Even the most popular "straight vodka" drink, a gimlet, is mixed with lime juice.
If you're looking for something to drink straight, try whiskey's, they all have different flavors and are far more popular as straight drinks.
And by the way, you're only 21, stick to beer, you'll get tired of it at some point and switch to booze, but at your age, beer is better. Trust me.