Welcome! I, too, was a complete beginner once. So I know that it's kind of overwhelming.
Someone else has already suggested that you should start concentrating in *A because that will allow you redeem on your preferred airline. And if your preferred airline is that important to you, then do it.
However, when I started out, I worked with a much different philosophy. I booked the cheapest/most convenient flights for me, and then I figured out (BEFORE the flight) where I could stash those miles. If I didn't already have an account where I could put them, I opened another one. And while I wasn't able to use all of them right away, I don't think I've ever lost any to expiration and I eventually was able to build them up to usable levels.
As I've learned more (mainly by hanging about the FT forums), I have fine tuned my philosophy, but I find this concept of finding THE right airline right off the bat when you're a beginner to be really hard.