I would not buy a first horse from an auction. You can find a gem there, but most likely you're going to find a horse that was dumped because of a behavioral or health problem. Search the classifieds in your area and go meet a few different minis for sale.
Remember that miniatures require dental, farrier and vet care as well as feed, bedding, shots, worming and training. They may be smaller, but they are still expensive to maintain. Miniatures are also more prone to founder and other diseases, so you will need to monitor their grazing time to avoid these problems.