Pellet choice is often based on the planned cook. However, if you get once of the signature or competition blends, it normally is suitable for most anything. Thus, I would suggest you try one of those first.
BTW: Although Traeger highly recommends use of their own brand of pellets, the grill should work just fine with nearly any brand of pellets. You will find that many of use tend to use other brands. My favorites are Bear Mountain and Lumber Jack, but I have used a variety of other pellets as well, including Traeger pellets. Pit Boss pellets, Kingsford pellets, and Expert Grill pellets from Walmart.