I am linking this article from Bernd Mayer PhD as it is excellent advice for any beginner. The last paragraph which is reproduced below is a must know for many beginners. I have come across quite a few of my customers that have experienced this problem, so take note and don't worry too much if this happens to you.
You can find the article here: http://www.bernd-mayer.com/how-to-switch-from-tobacco-to-electronic-cigarettes/
"In the first days you may experience a cough reflex due to increased airway resistance caused by stimulation of nicotinic receptors on sensory C-fibers of the bronchi, an effect that is masked by antitussive agents in tobacco. The coughing response ceases within a few days and should not seduce you to prematurely reduce the nicotine content of your liquid. Nicotine has no serious adverse effects, and there is no reason to anxiously reduce the amount of nicotine in your liquids."