Great danes are not guard dogs. Considering you've not had a dog before, you can go for GSD or Dobermann.Both are easy to train and are excellent guard and watch dogs. Keep in mind, these breeds are active and require daily exercise. If they are not exercised, they may prove destructive. Early training is must to make sure they grow up into manageable house campanions.
Don't take any decisions in haste, take time to analyse each breed, check their temperament, trainability, original purpose of breeding, amount of exercise, time required in grooming etc. Each breed has it's own pros and cons. Example, though GSD are good guard dogs, they tend to shed a lot and if you have a family member allergic to dogs, the breed is a big NO.
Internet is a great source of knowledge which will help you deliberate!! Once u've decided consider the cost factor, big dogs need more nutritional requirements and keeping 2 chapattis on his plate won't be enough. Puppies for 3 months need to be vaccinated and on an average the frequency of visit is weekly or atthemost 2 weekly.
Also since you are beginner you must know the difference between a guard dog and a watch dog. A guard dog should need arise can attack the intruder to protect his master and his property. They are highly wary of strangers whom they may not welcome. Socialisation at the early age is MUST.
Watch dogs are alert and by barking can scare away an intruder but they may not able to attack them. All dogs have this basic intinct. If you realy mean to have adog for guarding purposes go for it but be careful as early training and socialisation is a MUST.