Congrats on your purchase! I think an espresso machine is something I may be getting soon! I just love espresso!
To answer your question, there are special espresso beans you would probably prefer to use and come in a variety of blends. You would grind these to a very fine grind.You would be able to make espresso or cappuchino with these beans. The term espresso encompasses the bean colour, type of roast, and how the grind is, and how quickly the espresso is made at a particular bar. 7 bar is preferable. I am sorry I can not recommend a particular brand, as I do not use them but I have a link for you below to check out on how to make a perfect espresso and another site with different types of beans.
Good luck and happy espresso hunting!