It depends on what you want your character to do. You say you want to deal lots of damage, and in that case, the Sorcerer is probably the best bet. However, the Magus is also effective at fighting enemies using a one-handed weapon and touch spells, and depending on your level could do a fairly respectable amount of damage, while having better saves and armor class.
Ultimately, you'll find the Sorcerer is really good at having a variety of damage, buff, debuff, and utility effects at her fingertips, but with little defense capability. The Magus is a tougher class, but they lack the damage output and versatility of the Sorcerer.
I'd advise playing a Sorcerer, if only because they are a Core class and probably easier to run. Personally, if this is your first campaign ever, I'd advise you learn your class features very well before you play, especially if you're starting above level 1. It can get a little complicated keeping track of everything, and a few minutes of forethought before the game (and thinking fast on other player's turns in combat) will lead to a more fun gaming experience.
Best of luck!