I'm sure more people will jump in, but I feel most of the price has to do with components--the gears and shifting. I'm getting ready to upgrade from my first road bike. It was fine for two years, but I'm getting stronger and more aggressive on the hills, so I need smoother shifting.
I'd say the most important part of your first road bike is finding a bike your comfortable on and getting a proper fit at the bike shop.
Good luck
"Well-behaved women seldom make history." --Laurel Thatcher Ulrich
'09 Trek WSD 2.1 with a Brooks B-68 saddle
'11 Trek WSD Madone 5.2 with Brooks B-17