My DS3's first puzzle was a 12-piece train puzzle from Walmart. We pretty much skipped the wooden peg ones, so I'm not sure if that is the best transition. I bought it because he loved trains and I figured it was something his sister could do with him (she was very bored with his toys). I never expected my 18 month old to put the whole thing together by himself after seeing his sister do it twice. He played with three 12-piece puzzles until they fell apart and we upgraded to 24-pc by his second birthday. He has since moved on to 48-pc, but I find that he lacks the attention span necessary to complete them most of the time.
I would say to find a puzzle of a favourite character or toy that has large pieces (8-12 would be best). Sit down and do it with her, she just might surprise the pants off you.
Last edited by kathleen'smum; 09/12/11 09:06 AM. Reason: forgot to edit!