First of all, congratulations on deciding to get back on track with regular health check ups! This is an important part of staying healthy for many years to come.
Given that your primary complaint is related to your lack of menstrual periods, you may choose to go see an OB GYN doctor
first to deal with this. However, many primary care doctors will also be comfortable dealing with this complaint (although not all). The choice is yours really. The main other thing to consider is that if you go to see an OB GYN doctor first, you should probably then also go see a primary care doctor
anyway, as there are a number of other medical checkup items that should be performed in your age group that your OB GYN doctor will likely not perform.
Now that you are an adult, it is recommend that you have a medical checkup at least once a year. This is for basic things, like performing a pap smear, checking your blood pressure, and the like. If a medical problem is discovered (for example if you need treatment for your menstrual problems) then you may need to have more frequent appointments than just yearly.