The type of initial body jewelry used in a fresh piercing is crucial to the success or failure of a piercing. The most common materials used for initial piercing jewelry are 316L Surgical Stainless Steel and PTFE material (a teflon-like flexible material). In the United States, the most commonly used material is Surgical Stainless Steel (pre-sterilized of course), and if there is a chance of rejection to the slight trace amounts of nickel in surgical stainless steel, PTFE is usually used with success.
In the UK and other European countries, there has been recent regulations that mandate the use of Grade 23 Titanium Body Jewelry for initial piercings. This type of Titanium is very pure and has no trace amounts of nickel or other types of metal that people are sensitive to. If your body rejects (or is allergic to) common metals, make sure you request that your body piercer uses body piercing jewelry made only of Grade 23 Titanium or PTFE materials only.