I used to be really scared of the rides, so I slowly worked my way up, starting with Spinball Whizzer, then Th13teen, then Galactica (it was Air back then, but y'know), then Nemesis, then Rita, then The Smiler and Oblivion (Smiler and Oblivion are kind of interchangable). However, Spinball may be a bad idea, as spinning coasters aren't for everyone and it could put your friend off rides in general if you force them on a ride they dislike.
I'd say Th13teen. It's an excellent family coaster and it's a basic sitdown coaster (until the crypt anyway), but it's thrilling enough to give your friend a proper taste of what the bigger coasters are like.
Burniel | Great at theme park knowledge, not so great at designing signatures.